+631.5%
XLU vs GFI
+2,261.0%
-1,629.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.6% | -4.9% | +3.3% | -1.3% |
| 30D | -3.3% | +10.7% | -14.0% | -3.9% |
| 3M | -3.2% | +25.6% | -28.8% | -4.6% |
| 6M | -7.0% | -8.3% | +1.3% | -7.0% |
| YTD | +0.6% | +6.3% | -5.7% | -0.4% |
| 1Y | +2.4% | +22.1% | -19.6% | +0.3% |
| 3Y | +46.3% | +289.2% | -242.9% | +33.1% |
| 5Y | +44.0% | +531.7% | -487.7% | +26.3% |
| 10Y | +140.1% | +1,043.8% | -903.7% | +97.7% |
| All | +631.5% | +2,261.0% | -1,629.6% | +540.3% |
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