+27.1%
XLP vs GFI
+317.3%
-290.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | -1.4% | +5.7% | -7.1% | -1.6% |
| 30D | -1.3% | +15.6% | -16.9% | -1.6% |
| 3M | +1.8% | +31.5% | -29.7% | +1.2% |
| 6M | -0.8% | -3.7% | +2.9% | -0.8% |
| YTD | +9.5% | +11.2% | -1.7% | +9.0% |
| 1Y | +7.2% | +36.4% | -29.2% | +5.8% |
| 3Y | +27.1% | +313.5% | -286.4% | +19.1% |
| All | +27.1% | +317.3% | -290.1% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling