+561.3%
XLP vs GEN
+3,294.5%
-2,733.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | +3.5% | +8.5% | -5.0% | +2.8% |
| 30D | +11.6% | +34.2% | -22.7% | +8.7% |
| 3M | +7.6% | +10.0% | -2.3% | +6.5% |
| 6M | +10.0% | +56.8% | -46.7% | +5.3% |
| YTD | +19.7% | +14.2% | +5.5% | +17.5% |
| 1Y | +23.5% | +20.8% | +2.7% | +20.6% |
| 3Y | +44.0% | +84.1% | -40.1% | +34.9% |
| 5Y | +42.7% | +37.1% | +5.6% | +36.1% |
| 10Y | +131.3% | +171.5% | -40.1% | +104.5% |
| All | +561.3% | +3,294.5% | -2,733.2% | +433.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling