+1,097.3%
XLI vs GFI
+2,261.0%
-1,163.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.1% |
| 7D | -1.7% | -4.9% | +3.2% | -1.4% |
| 30D | -7.3% | +10.7% | -18.0% | -7.7% |
| 3M | -1.3% | +25.6% | -27.0% | -2.5% |
| 6M | +2.2% | -8.3% | +10.5% | +2.3% |
| YTD | +11.7% | +6.3% | +5.4% | +10.8% |
| 1Y | +14.3% | +22.1% | -7.8% | +12.5% |
| 3Y | +70.3% | +289.2% | -218.9% | +58.0% |
| 5Y | +82.3% | +531.7% | -449.3% | +63.8% |
| 10Y | +258.4% | +1,043.8% | -785.4% | +204.8% |
| All | +1,097.3% | +2,261.0% | -1,163.7% | +902.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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