+26.9%
XLV vs GFS
+37.2%
-10.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.0% |
| 7D | +0.2% | +1.0% | -0.8% | +0.2% |
| 30D | +4.4% | -8.6% | +13.0% | +4.3% |
| 3M | +13.2% | -46.5% | +59.8% | +13.7% |
| 6M | +10.1% | -4.8% | +14.9% | +5.6% |
| YTD | +11.7% | +29.7% | -18.0% | +5.6% |
| 1Y | +26.9% | +35.8% | -8.9% | +20.0% |
| All | +26.9% | +37.2% | -10.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling