+514.9%
GEV vs XLP
+30.1%
+484.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.1% |
| 7D | +3.7% | +2.5% | +1.2% | +5.2% |
| 30D | -14.7% | +7.3% | -22.0% | -10.8% |
| 3M | -23.4% | +8.1% | -31.5% | -19.5% |
| 6M | -24.3% | +10.5% | -34.8% | -19.4% |
| YTD | +23.2% | +21.2% | +2.0% | +33.8% |
| 1Y | +44.2% | +22.7% | +21.5% | +57.0% |
| All | +514.9% | +30.1% | +484.7% | +538.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling