+44.2%
XLP vs GFS
-17.5%
+61.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.5% |
| 7D | +0.7% | -7.8% | +8.6% | +1.0% |
| 30D | +10.3% | -19.7% | +29.9% | +11.0% |
| 3M | +6.5% | -23.1% | +29.7% | +7.3% |
| 6M | +8.4% | -46.4% | +54.8% | +10.3% |
| YTD | +18.2% | +11.0% | +7.2% | +14.4% |
| 1Y | +22.4% | +12.6% | +9.8% | +18.2% |
| 3Y | +41.9% | -24.9% | +66.8% | +38.9% |
| 5Y | +40.9% | -39.1% | +79.9% | +37.9% |
| All | +44.2% | -17.5% | +61.7% | +39.1% |
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