+42.0%
XLP vs GM
+53.0%
-11.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -0.9% |
| 7D | +0.7% | -1.4% | +2.2% | +0.9% |
| 30D | +10.3% | +6.4% | +3.9% | +9.4% |
| 3M | +6.5% | -0.7% | +7.2% | +6.5% |
| 6M | +8.4% | +9.9% | -1.6% | +6.9% |
| YTD | +18.2% | +6.7% | +11.5% | +16.7% |
| 1Y | +22.4% | +26.2% | -3.8% | +18.5% |
| 3Y | +41.9% | +205.0% | -163.1% | +19.5% |
| All | +42.0% | +53.0% | -11.0% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling