+53.9%
XLF vs GFS
-3.9%
+57.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +0.2% | +2.6% | -2.5% | -0.2% |
| 30D | -0.5% | -16.4% | +15.9% | +1.8% |
| 3M | +10.6% | -41.6% | +52.2% | +18.1% |
| 6M | +14.3% | -3.7% | +18.0% | +11.3% |
| YTD | +5.5% | +29.3% | -23.8% | -3.1% |
| 1Y | +9.6% | +37.1% | -27.6% | -0.9% |
| 3Y | +75.2% | -22.1% | +97.3% | +69.6% |
| All | +53.9% | -3.9% | +57.9% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling