+151.2%
GE vs XLP
+135.7%
+15.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.1% |
| 7D | +5.1% | -0.2% | +5.3% | +5.3% |
| 30D | +7.6% | +8.2% | -0.6% | +0.9% |
| 3M | -9.3% | +7.7% | -17.0% | -14.8% |
| 6M | +11.5% | +9.3% | +2.2% | +2.7% |
| YTD | +7.9% | +19.5% | -11.6% | -8.2% |
| 1Y | +7.6% | +21.0% | -13.4% | -9.5% |
| 3Y | +265.9% | +43.2% | +222.6% | +158.9% |
| 5Y | +405.9% | +42.7% | +363.2% | +256.3% |
| All | +151.2% | +135.7% | +15.5% | +23.8% |
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