+20.7%
XLK vs GFI
+6.9%
+13.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -1.1% |
| 7D | -7.6% | +1.4% | -9.0% | -7.9% |
| 30D | -12.2% | +3.0% | -15.1% | -12.7% |
| 3M | -5.5% | +10.2% | -15.6% | -7.8% |
| 6M | +9.2% | -10.1% | +19.2% | +9.6% |
| YTD | +23.0% | -11.4% | +34.4% | +21.3% |
| 1Y | +20.7% | +8.4% | +12.3% | +12.1% |
| All | +20.7% | +6.9% | +13.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling