+620.7%
GEV vs XLP
+18.4%
+602.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.3% |
| 7D | +3.3% | -1.0% | +4.3% | +2.8% |
| 30D | -7.5% | -0.9% | -6.6% | -7.7% |
| 3M | -2.2% | +3.8% | -6.0% | -1.2% |
| 6M | +12.1% | -1.7% | +13.8% | +12.3% |
| YTD | +44.4% | +10.3% | +34.1% | +48.3% |
| 1Y | +57.7% | +7.8% | +49.9% | +61.8% |
| All | +620.7% | +18.4% | +602.3% | +607.5% |
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