+521.8%
GLW vs XLP
+129.0%
+392.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.4% |
| 7D | -11.1% | +2.3% | -13.4% | -12.7% |
| 30D | -28.4% | +9.1% | -37.5% | -33.7% |
| 3M | -28.8% | +7.9% | -36.7% | -33.9% |
| 6M | -39.8% | +9.6% | -49.4% | -46.4% |
| YTD | +28.7% | +19.4% | +9.3% | +5.7% |
| 1Y | +27.7% | +22.4% | +5.3% | +2.2% |
| 3Y | +331.3% | +43.2% | +288.2% | +184.1% |
| 5Y | +233.4% | +42.6% | +190.9% | +117.8% |
| 10Y | +521.8% | +135.4% | +386.3% | +163.0% |
| All | +521.8% | +129.0% | +392.7% | +163.0% |
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