+169.4%
XLV vs GFI
+1,066.8%
-897.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -3.6% | -4.9% | +1.3% | -3.4% |
| 30D | -1.8% | +10.7% | -12.6% | -2.2% |
| 3M | +7.8% | +25.6% | -17.8% | +6.9% |
| 6M | +9.1% | -8.3% | +17.4% | +9.1% |
| YTD | +7.7% | +6.3% | +1.4% | +7.2% |
| 1Y | +20.4% | +22.1% | -1.7% | +19.1% |
| 3Y | +30.8% | +289.2% | -258.4% | +24.4% |
| 5Y | +34.6% | +531.7% | -497.0% | +26.0% |
| All | +169.4% | +1,066.8% | -897.5% | +163.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling