+138.7%
XLK vs GFS
-2.1%
+140.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | +3.2% | -3.6% | -1.4% |
| 30D | -0.5% | -9.6% | +9.1% | +2.6% |
| 3M | +5.0% | -38.5% | +43.5% | +21.2% |
| 6M | +32.9% | -1.3% | +34.1% | +30.1% |
| YTD | +29.0% | +31.8% | -2.8% | +13.5% |
| 1Y | +37.8% | +44.6% | -6.7% | +16.9% |
| 3Y | +118.7% | -20.6% | +139.3% | +115.6% |
| All | +138.7% | -2.1% | +140.8% | +121.2% |
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