+77.4%
XLI vs GFS
0.0%
+77.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | -1.7% | +3.8% | -5.5% | -2.3% |
| 30D | -7.3% | -11.7% | +4.4% | -5.3% |
| 3M | -1.3% | -41.8% | +40.4% | +7.6% |
| 6M | +2.2% | +6.6% | -4.4% | -1.3% |
| YTD | +11.7% | +34.6% | -22.9% | +2.4% |
| 1Y | +14.3% | +46.2% | -31.9% | +2.7% |
| 3Y | +70.3% | -20.3% | +90.7% | +65.7% |
| All | +77.4% | 0.0% | +77.4% | +63.9% |
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