-30.7%
GEV vs XLP
+8.3%
-39.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | -1.7% |
| 7D | -9.8% | +0.7% | -10.5% | -8.0% |
| 30D | -22.3% | +10.3% | -32.6% | -7.2% |
| 3M | -22.6% | +6.5% | -29.1% | -12.5% |
| 6M | -30.7% | +8.4% | -39.1% | -18.1% |
| All | -30.7% | +8.3% | -39.0% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling