+75.5%
XLI vs GFS
-2.1%
+77.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.3% | +3.2% | -5.5% | -2.8% |
| 30D | -8.2% | -9.6% | +1.4% | -6.6% |
| 3M | +0.8% | -38.5% | +39.3% | +8.8% |
| 6M | +0.8% | -1.3% | +2.1% | -1.3% |
| YTD | +10.5% | +31.8% | -21.3% | +1.7% |
| 1Y | +14.1% | +44.6% | -30.4% | +2.8% |
| 3Y | +68.6% | -20.6% | +89.2% | +64.1% |
| All | +75.5% | -2.1% | +77.6% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling