+43.3%
XLP vs GFI
+321.4%
-278.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | +8.3% | +2.2% | +6.2% | +8.2% |
| 3M | +8.7% | -4.6% | +13.3% | +8.7% |
| 6M | +11.2% | -16.7% | +27.9% | +11.6% |
| YTD | +20.0% | -9.5% | +29.5% | +19.7% |
| 1Y | +21.3% | -6.8% | +28.2% | +20.8% |
| 3Y | +43.8% | +223.7% | -179.8% | +33.4% |
| 5Y | +43.3% | +321.8% | -278.5% | +28.4% |
| All | +43.3% | +321.4% | -278.1% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling