+356.1%
GLW vs XLP
+43.2%
+312.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.4% | +9.6% |
| 7D | -5.9% | +0.1% | -6.0% | -5.7% |
| 30D | -26.0% | +8.9% | -34.9% | -23.5% |
| 3M | -29.9% | +7.5% | -37.4% | -27.6% |
| 6M | -37.8% | +9.4% | -47.2% | -35.9% |
| YTD | +33.1% | +19.3% | +13.9% | +34.6% |
| 1Y | +36.8% | +21.7% | +15.1% | +37.5% |
| 3Y | +356.1% | +44.0% | +312.1% | +310.6% |
| All | +356.1% | +43.2% | +312.9% | +310.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling