+1,106.7%
XLY vs GFI
+2,261.0%
-1,154.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | -1.7% | -4.9% | +3.2% | -1.5% |
| 30D | -4.2% | +10.7% | -14.9% | -4.6% |
| 3M | -2.7% | +25.6% | -28.3% | -3.7% |
| 6M | -0.6% | -8.3% | +7.6% | -0.6% |
| YTD | -5.0% | +6.3% | -11.3% | -5.7% |
| 1Y | -4.1% | +22.1% | -26.2% | -5.5% |
| 3Y | +33.6% | +289.2% | -255.6% | +24.4% |
| 5Y | +28.7% | +531.7% | -502.9% | +16.4% |
| 10Y | +219.6% | +1,043.8% | -824.2% | +175.8% |
| All | +1,106.7% | +2,261.0% | -1,154.3% | +907.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling