+158.6%
GE vs XLP
+137.2%
+21.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.1% |
| 7D | +4.0% | -0.5% | +4.6% | +4.5% |
| 30D | +11.1% | +8.3% | +2.7% | +4.0% |
| 3M | -6.7% | +8.7% | -15.4% | -13.1% |
| 6M | +14.3% | +11.2% | +3.1% | +3.7% |
| YTD | +11.7% | +20.0% | -8.3% | -5.2% |
| 1Y | +10.9% | +21.3% | -10.4% | -7.0% |
| 3Y | +279.0% | +43.8% | +235.2% | +167.3% |
| 5Y | +427.0% | +43.3% | +383.7% | +269.9% |
| 10Y | +158.6% | +136.8% | +21.8% | +26.7% |
| All | +158.6% | +137.2% | +21.4% | +26.7% |
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