+46.2%
XLP vs GTLB
-50.0%
+96.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +0.1% | -9.6% | +9.6% | +0.2% |
| 30D | +8.9% | -14.5% | +23.4% | +9.2% |
| 3M | +7.5% | +20.9% | -13.4% | +7.1% |
| 6M | +9.4% | +81.4% | -71.9% | +8.1% |
| YTD | +19.3% | +25.6% | -6.3% | +18.6% |
| 1Y | +21.7% | +3.4% | +18.3% | +21.6% |
| 3Y | +44.0% | +8.9% | +35.1% | +42.0% |
| 5Y | +42.8% | -64.0% | +106.8% | +37.4% |
| All | +46.2% | -50.0% | +96.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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