+42.7%
XLP vs GEN
+32.4%
+10.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | +3.5% | +8.5% | -5.0% | +2.5% |
| 30D | +11.6% | +34.2% | -22.7% | +7.7% |
| 3M | +7.6% | +10.0% | -2.3% | +6.1% |
| 6M | +10.0% | +56.8% | -46.7% | +3.4% |
| YTD | +19.7% | +14.2% | +5.5% | +17.3% |
| 1Y | +23.5% | +20.8% | +2.7% | +19.9% |
| 3Y | +44.0% | +84.1% | -40.1% | +30.6% |
| 5Y | +42.7% | +37.1% | +5.6% | +34.2% |
| All | +42.7% | +32.4% | +10.3% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling