+79.5%
XLI vs GFS
-3.9%
+83.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.0% | +2.6% | -1.7% | +0.5% |
| 30D | -5.8% | -16.4% | +10.6% | -3.0% |
| 3M | +0.7% | -41.6% | +42.3% | +9.8% |
| 6M | +3.2% | -3.7% | +6.9% | +1.4% |
| YTD | +13.0% | +29.3% | -16.3% | +4.3% |
| 1Y | +16.8% | +37.1% | -20.3% | +6.2% |
| 3Y | +72.4% | -22.1% | +94.5% | +68.4% |
| All | +79.5% | -3.9% | +83.4% | +67.0% |
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