+767.2%
GLW vs XLP
+101.8%
+665.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.3% |
| 7D | +3.8% | -1.0% | +4.8% | +4.6% |
| 30D | -1.3% | -0.9% | -0.5% | -1.1% |
| 3M | -21.8% | +3.8% | -25.6% | -26.5% |
| 6M | +6.9% | -1.7% | +8.6% | +5.5% |
| YTD | +77.2% | +10.3% | +66.9% | +56.9% |
| 1Y | +123.2% | +7.8% | +115.4% | +100.6% |
| 3Y | +400.0% | +27.2% | +372.8% | +270.8% |
| 5Y | +342.8% | +32.5% | +310.3% | +210.4% |
| All | +767.2% | +101.8% | +665.4% | +313.3% |
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