+268.6%
GE vs XLP
+42.1%
+226.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | +6.5% | +10.3% | -3.8% | +3.5% |
| 3M | -13.6% | +6.5% | -20.1% | -15.2% |
| 6M | +6.0% | +8.4% | -2.4% | +3.1% |
| YTD | +5.4% | +18.2% | -12.8% | -0.7% |
| 1Y | +6.5% | +22.4% | -16.0% | -1.2% |
| 3Y | +268.6% | +41.9% | +226.7% | +238.8% |
| All | +268.6% | +42.1% | +226.5% | +238.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling