+44.6%
XLP vs GD
+101.6%
-57.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +5.9% | +4.1% |
| 7D | +5.9% | +3.0% | +2.9% | +5.0% |
| 30D | +13.5% | +10.5% | +2.9% | +10.3% |
| 3M | +8.4% | -5.0% | +13.4% | +9.8% |
| 6M | +11.5% | +5.5% | +6.1% | +9.6% |
| YTD | +20.6% | +10.3% | +10.3% | +16.6% |
| 1Y | +24.3% | +8.2% | +16.2% | +20.8% |
| 3Y | +45.1% | +59.0% | -14.0% | +21.8% |
| 5Y | +44.6% | +104.3% | -59.7% | +7.4% |
| All | +44.6% | +101.6% | -57.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling