+215.2%
XLY vs GFI
+1,093.3%
-878.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | -1.7% | -2.7% | +1.0% | -1.6% |
| 30D | -4.2% | +13.2% | -17.4% | -4.7% |
| 3M | -2.7% | +28.5% | -31.2% | -3.8% |
| 6M | -0.6% | -6.2% | +5.5% | -0.8% |
| YTD | -5.0% | +8.7% | -13.7% | -5.8% |
| 1Y | -4.1% | +24.8% | -28.9% | -5.5% |
| 3Y | +33.6% | +298.0% | -264.4% | +24.9% |
| 5Y | +28.7% | +546.0% | -517.3% | +17.3% |
| All | +215.2% | +1,093.3% | -878.1% | +202.5% |
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