-1.6%
XLY vs GFI
+5.1%
-6.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.8% | -4.2% |
| 7D | +1.2% | +7.7% | -6.5% | +0.2% |
| 30D | +5.3% | +4.6% | +0.7% | +4.6% |
| 3M | -0.6% | +3.8% | -4.4% | -1.5% |
| 6M | +0.1% | -7.3% | +7.4% | -0.1% |
| YTD | -0.9% | -8.8% | +7.9% | -2.7% |
| 1Y | -1.6% | +4.3% | -5.9% | -6.3% |
| All | -1.6% | +5.1% | -6.7% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling