+562.7%
XLP vs GFI
+1,911.0%
-1,348.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | +8.7% | -4.6% | +13.3% | +8.7% |
| 6M | +11.2% | -16.7% | +27.9% | +11.4% |
| YTD | +20.0% | -9.5% | +29.5% | +19.8% |
| 1Y | +21.3% | -6.8% | +28.2% | +21.0% |
| 3Y | +43.8% | +223.7% | -179.8% | +38.7% |
| 5Y | +43.3% | +321.8% | -278.5% | +36.5% |
| 10Y | +136.8% | +1,354.1% | -1,217.3% | +118.2% |
| All | +562.7% | +1,911.0% | -1,348.2% | +531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling