+562.0%
GLW vs XLP
+137.2%
+424.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +7.0% | +7.1% |
| 7D | +1.4% | -0.5% | +2.0% | +1.9% |
| 30D | -18.2% | +8.3% | -26.6% | -23.7% |
| 3M | -24.2% | +8.7% | -32.9% | -30.1% |
| 6M | -41.7% | +11.2% | -52.9% | -48.7% |
| YTD | +38.3% | +20.0% | +18.3% | +13.2% |
| 1Y | +38.2% | +21.3% | +16.8% | +11.6% |
| 3Y | +363.4% | +43.8% | +319.5% | +204.2% |
| 5Y | +254.6% | +43.3% | +211.2% | +130.7% |
| 10Y | +562.0% | +136.8% | +425.2% | +178.8% |
| All | +562.0% | +137.2% | +424.8% | +178.8% |
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