+28.4%
XLY vs GFI
+524.1%
-495.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -1.7% | -4.9% | +3.2% | -1.4% |
| 30D | -4.2% | +10.7% | -14.9% | -4.8% |
| 3M | -2.7% | +25.6% | -28.3% | -4.2% |
| 6M | -0.6% | -8.3% | +7.6% | -0.8% |
| YTD | -5.0% | +6.3% | -11.3% | -6.1% |
| 1Y | -4.1% | +22.1% | -26.2% | -6.0% |
| 3Y | +33.6% | +289.2% | -255.6% | +20.4% |
| All | +28.4% | +524.1% | -495.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling