+3.6%
XLY vs GFS
+15.5%
-11.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.2% | +4.7% |
| 7D | +6.1% | -12.5% | +18.6% | +7.0% |
| 30D | +10.8% | -16.9% | +27.7% | +12.1% |
| 3M | +3.6% | -22.3% | +25.9% | +5.2% |
| 6M | +4.4% | -40.2% | +44.6% | +7.0% |
| YTD | +3.1% | +16.0% | -12.9% | -3.2% |
| 1Y | +3.6% | +17.7% | -14.1% | -5.5% |
| All | +3.6% | +15.5% | -11.9% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling