+34.5%
XLP vs GFS
-3.7%
+38.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | -0.9% | -8.6% | +7.7% | -0.6% |
| 3M | +3.8% | -46.5% | +50.4% | +6.4% |
| 6M | -1.7% | -4.8% | +3.1% | -3.2% |
| YTD | +10.3% | +29.7% | -19.4% | +6.3% |
| 1Y | +7.8% | +35.8% | -28.0% | +3.4% |
| 3Y | +27.2% | -18.3% | +45.5% | +24.7% |
| All | +34.5% | -3.7% | +38.2% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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