+128.8%
XLP vs GM
+249.7%
-120.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +8.9% | +8.4% | +0.6% | +7.6% |
| 3M | +7.5% | +2.6% | +4.9% | +6.9% |
| 6M | +9.4% | +14.3% | -4.8% | +7.0% |
| YTD | +19.3% | +11.0% | +8.3% | +16.8% |
| 1Y | +21.7% | +27.8% | -6.1% | +16.8% |
| 3Y | +44.0% | +246.7% | -202.7% | +16.6% |
| 5Y | +42.8% | +59.6% | -16.8% | +27.8% |
| 10Y | +128.8% | +249.1% | -120.4% | +79.7% |
| All | +128.8% | +249.7% | -120.9% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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