+101.4%
XLP vs GD
+190.3%
-89.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -1.0% | -5.3% | +4.2% | +0.7% |
| 30D | -0.9% | -6.4% | +5.5% | +1.3% |
| 3M | +3.8% | +5.7% | -1.9% | +1.7% |
| 6M | -1.7% | -0.9% | -0.8% | -1.8% |
| YTD | +10.3% | +8.2% | +2.1% | +6.6% |
| 1Y | +7.8% | +13.4% | -5.6% | +2.4% |
| 3Y | +27.2% | +68.5% | -41.3% | +3.1% |
| 5Y | +32.5% | +97.2% | -64.6% | +0.5% |
| All | +101.4% | +190.3% | -89.0% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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