+508.9%
XLP vs GFI
+2,381.4%
-1,872.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -1.0% | +3.1% | -4.2% | -1.1% |
| 30D | -0.9% | +27.1% | -28.0% | -1.4% |
| 3M | +3.8% | +21.2% | -17.4% | +3.3% |
| 6M | -1.7% | -4.5% | +2.8% | -1.8% |
| YTD | +10.3% | +11.7% | -1.5% | +9.6% |
| 1Y | +7.8% | +46.0% | -38.3% | +6.4% |
| 3Y | +27.2% | +309.6% | -282.4% | +22.0% |
| 5Y | +32.5% | +506.0% | -473.5% | +25.3% |
| 10Y | +101.8% | +1,009.2% | -907.4% | +86.7% |
| All | +508.9% | +2,381.4% | -1,872.5% | +478.3% |
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