+40.6%
GEV vs XLP
+22.6%
+18.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.9% |
| 7D | -3.0% | -0.5% | -2.4% | -3.7% |
| 30D | -18.9% | +8.3% | -27.2% | -11.2% |
| 3M | -20.1% | +8.7% | -28.8% | -12.1% |
| 6M | -24.6% | +11.2% | -35.8% | -15.8% |
| YTD | +24.0% | +20.0% | +4.0% | +60.1% |
| 1Y | +40.6% | +21.3% | +19.3% | +84.7% |
| All | +40.6% | +22.6% | +18.1% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling