+141.9%
XLK vs GFS
0.0%
+141.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +0.6% |
| 7D | +0.2% | +3.8% | -3.6% | -1.0% |
| 30D | -0.6% | -11.7% | +11.1% | +3.2% |
| 3M | +2.6% | -41.8% | +44.3% | +20.5% |
| 6M | +34.0% | +6.6% | +27.3% | +28.1% |
| YTD | +30.7% | +34.6% | -4.0% | +14.2% |
| 1Y | +39.2% | +46.2% | -7.0% | +17.7% |
| 3Y | +120.4% | -20.3% | +140.7% | +117.1% |
| All | +141.9% | 0.0% | +141.8% | +122.6% |
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