+53.8%
XLF vs GFS
0.0%
+53.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -1.5% | +3.8% | -5.3% | -2.0% |
| 30D | -1.2% | -11.7% | +10.6% | +0.4% |
| 3M | +9.2% | -41.8% | +50.9% | +16.8% |
| 6M | +16.3% | +6.6% | +9.7% | +11.5% |
| YTD | +5.4% | +34.6% | -29.2% | -3.7% |
| 1Y | +7.6% | +46.2% | -38.5% | -3.6% |
| 3Y | +74.2% | -20.3% | +94.5% | +68.3% |
| All | +53.8% | 0.0% | +53.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling