+124.6%
XLP vs GEN
+157.3%
-32.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | -1.0% |
| 7D | +0.7% | +2.3% | -1.5% | +0.5% |
| 30D | +10.3% | +33.1% | -22.8% | +6.7% |
| 3M | +6.5% | +6.5% | +0.1% | +5.4% |
| 6M | +8.4% | +53.8% | -45.4% | +2.5% |
| YTD | +18.2% | +11.2% | +7.0% | +15.9% |
| 1Y | +22.4% | +19.4% | +3.0% | +19.0% |
| 3Y | +41.9% | +81.0% | -39.1% | +30.3% |
| 5Y | +40.9% | +33.4% | +7.4% | +32.7% |
| All | +124.6% | +157.3% | -32.7% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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