+833.1%
GLW vs XLU
+141.2%
+691.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.5% |
| 7D | +11.7% | -1.2% | +12.9% | +12.7% |
| 30D | +2.7% | -2.5% | +5.2% | +4.5% |
| 3M | -2.8% | -2.7% | -0.1% | -1.2% |
| 6M | +20.2% | -7.5% | +27.6% | +26.5% |
| YTD | +87.3% | +0.9% | +86.3% | +86.3% |
| 1Y | +119.6% | +3.3% | +116.3% | +115.3% |
| 3Y | +453.7% | +47.3% | +406.4% | +323.1% |
| 5Y | +376.1% | +44.4% | +331.7% | +263.0% |
| All | +833.1% | +141.2% | +691.9% | +491.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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