+9.3%
XLP vs GFI
-17.5%
+26.9%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.5% |
| 7D | -0.2% | -5.4% | +5.2% | -0.3% |
| 30D | +8.2% | -1.5% | +9.7% | +8.0% |
| 3M | +7.7% | -10.2% | +17.9% | +7.4% |
| 6M | +9.3% | -19.3% | +28.6% | +7.5% |
| All | +9.3% | -17.5% | +26.9% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling