+47.1%
XLP vs GTLB
-49.8%
+96.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.4% |
| 7D | -0.5% | -9.6% | +9.1% | -0.4% |
| 30D | +8.3% | -15.5% | +23.9% | +8.6% |
| 3M | +8.7% | +12.4% | -3.7% | +8.4% |
| 6M | +11.2% | +84.6% | -73.4% | +9.8% |
| YTD | +20.0% | +26.1% | -6.1% | +19.3% |
| 1Y | +21.3% | +1.7% | +19.7% | +21.3% |
| 3Y | +43.8% | +6.1% | +37.8% | +42.0% |
| 5Y | +43.3% | -61.1% | +104.5% | +37.9% |
| All | +47.1% | -49.8% | +96.9% | +41.7% |
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