+159.7%
GILD vs XLP
+107.2%
+52.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -4.8% | -1.4% | -3.4% | -3.9% |
| 30D | +5.8% | -2.0% | +7.8% | +7.3% |
| 3M | +14.9% | -1.5% | +16.5% | +16.2% |
| 6M | -0.4% | -0.2% | -0.2% | -0.4% |
| YTD | +18.5% | +8.7% | +9.8% | +11.5% |
| 1Y | +25.1% | +6.3% | +18.8% | +19.4% |
| 3Y | +105.9% | +25.1% | +80.8% | +74.9% |
| 5Y | +143.0% | +32.4% | +110.6% | +97.9% |
| All | +159.7% | +107.2% | +52.5% | +60.4% |
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