+526.0%
GLW vs XLP
+139.1%
+386.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -5.4% |
| 7D | +7.7% | +2.5% | +5.2% | +5.8% |
| 30D | -18.8% | +7.3% | -26.1% | -23.6% |
| 3M | -27.7% | +8.1% | -35.8% | -33.0% |
| 6M | -44.4% | +10.5% | -54.9% | -50.7% |
| YTD | +31.3% | +21.2% | +10.1% | +6.6% |
| 1Y | +40.0% | +22.7% | +17.3% | +12.1% |
| 3Y | +339.2% | +44.8% | +294.4% | +187.1% |
| 5Y | +229.2% | +44.7% | +184.4% | +112.5% |
| All | +526.0% | +139.1% | +386.9% | +161.1% |
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 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