+643.2%
GEV vs XLP
+17.6%
+625.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +2.8% |
| 7D | +8.1% | -1.4% | +9.5% | +7.5% |
| 30D | -1.9% | -1.3% | -0.6% | -2.3% |
| 3M | +4.1% | +1.8% | +2.2% | +4.6% |
| 6M | +23.2% | -0.8% | +24.0% | +23.4% |
| YTD | +48.9% | +9.5% | +39.4% | +52.5% |
| 1Y | +62.2% | +7.2% | +55.0% | +66.0% |
| All | +643.2% | +17.6% | +625.6% | +627.6% |
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