+30.8%
XLV vs GFS
-19.7%
+50.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.3% |
| 7D | -3.6% | +3.8% | -7.4% | -3.7% |
| 30D | -1.8% | -11.7% | +9.9% | -1.2% |
| 3M | +7.8% | -41.8% | +49.6% | +11.0% |
| 6M | +9.1% | +6.6% | +2.5% | +5.5% |
| YTD | +7.7% | +34.6% | -26.9% | +1.4% |
| 1Y | +20.4% | +46.2% | -25.7% | +12.0% |
| 3Y | +30.8% | -20.3% | +51.1% | +25.0% |
| All | +30.8% | -19.7% | +50.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling