+153.1%
GE vs XLP
+101.8%
+51.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.7% |
| 7D | -1.6% | -1.0% | -0.6% | -0.8% |
| 30D | -11.6% | -0.9% | -10.7% | -11.1% |
| 3M | +3.0% | +3.8% | -0.8% | -0.9% |
| 6M | -0.5% | -1.7% | +1.2% | +0.1% |
| YTD | +9.7% | +10.3% | -0.5% | -0.1% |
| 1Y | +20.0% | +7.8% | +12.2% | +10.9% |
| 3Y | +275.8% | +27.2% | +248.6% | +195.3% |
| 5Y | +429.1% | +32.5% | +396.6% | +297.1% |
| All | +153.1% | +101.8% | +51.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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