+102.4%
XLP vs GFI
+1,081.9%
-979.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -2.5% | -5.1% | +2.6% | -2.4% |
| 30D | -1.9% | +13.4% | -15.3% | -2.3% |
| 3M | -2.1% | +36.2% | -38.4% | -3.2% |
| 6M | -1.8% | -9.8% | +8.0% | -1.8% |
| YTD | +8.3% | +7.7% | +0.6% | +7.6% |
| 1Y | +6.8% | +27.2% | -20.4% | +5.3% |
| 3Y | +25.7% | +300.3% | -274.6% | +18.2% |
| 5Y | +31.9% | +539.8% | -507.9% | +21.2% |
| All | +102.4% | +1,081.9% | -979.4% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling