+1,475.9%
XLK vs GFI
+2,261.0%
-785.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +0.2% | -4.9% | +5.1% | +0.5% |
| 30D | -0.6% | +10.7% | -11.4% | -1.2% |
| 3M | +2.6% | +25.6% | -23.1% | +1.3% |
| 6M | +34.0% | -8.3% | +42.2% | +34.1% |
| YTD | +30.7% | +6.3% | +24.4% | +29.7% |
| 1Y | +39.2% | +22.1% | +17.1% | +37.0% |
| 3Y | +120.4% | +289.2% | -168.8% | +103.8% |
| 5Y | +148.8% | +531.7% | -382.9% | +122.7% |
| 10Y | +803.3% | +1,043.8% | -240.5% | +668.7% |
| All | +1,475.9% | +2,261.0% | -785.2% | +1,161.3% |
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