+205.7%
GLW vs XLP
+43.0%
+162.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.8% | -12.2% | -12.8% |
| 7D | -19.7% | +3.5% | -23.2% | -20.3% |
| 30D | -38.8% | +11.6% | -50.3% | -40.5% |
| 3M | -33.9% | +7.6% | -41.5% | -35.2% |
| 6M | -36.0% | +10.0% | -46.0% | -38.7% |
| YTD | +18.7% | +19.7% | -1.0% | +8.2% |
| 1Y | +19.8% | +23.5% | -3.7% | +6.8% |
| 3Y | +294.3% | +44.0% | +250.3% | +202.7% |
| 5Y | +205.7% | +42.7% | +163.0% | +134.4% |
| All | +205.7% | +43.0% | +162.8% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling