+212.6%
GLW vs XLP
+40.8%
+171.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | -13.9% | +0.7% | -14.7% | -14.1% |
| 30D | -35.0% | +10.3% | -45.2% | -36.7% |
| 3M | -32.4% | +6.5% | -38.9% | -33.6% |
| 6M | -41.3% | +8.4% | -49.7% | -43.7% |
| YTD | +21.8% | +18.2% | +3.7% | +11.2% |
| 1Y | +21.8% | +22.4% | -0.6% | +8.5% |
| 3Y | +307.7% | +41.9% | +265.8% | +213.9% |
| All | +212.6% | +40.8% | +171.8% | +137.2% |
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