+299.8%
GE vs XLP
+574.6%
-274.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.0% |
| 7D | +6.3% | +0.1% | +6.2% | +6.1% |
| 30D | +8.9% | +8.9% | -0.1% | +0.1% |
| 3M | -9.2% | +7.5% | -16.7% | -15.7% |
| 6M | +13.2% | +9.4% | +3.8% | +2.4% |
| YTD | +9.4% | +19.3% | -9.9% | -9.3% |
| 1Y | +9.8% | +21.7% | -11.9% | -11.0% |
| 3Y | +278.2% | +44.0% | +234.2% | +154.9% |
| 5Y | +396.0% | +42.8% | +353.2% | +234.3% |
| 10Y | +162.4% | +128.8% | +33.6% | +9.1% |
| All | +299.8% | +574.6% | -274.8% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling