+20.7%
XLK vs GFS
+15.5%
+5.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.6% |
| 7D | -7.6% | -12.5% | +4.9% | -4.3% |
| 30D | -12.2% | -16.9% | +4.8% | -7.9% |
| 3M | -5.5% | -22.3% | +16.8% | +0.4% |
| 6M | +9.2% | -40.2% | +49.4% | +23.9% |
| YTD | +23.0% | +16.0% | +7.1% | +17.1% |
| 1Y | +20.7% | +17.7% | +3.0% | +13.8% |
| All | +20.7% | +15.5% | +5.2% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling