+42.0%
XLP vs GTLB
-61.8%
+103.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -1.3% |
| 7D | +0.7% | -11.1% | +11.8% | +0.9% |
| 30D | +10.3% | -7.5% | +17.8% | +10.4% |
| 3M | +6.5% | +34.8% | -28.2% | +5.9% |
| 6M | +8.4% | +98.0% | -89.6% | +6.9% |
| YTD | +18.2% | +28.1% | -9.9% | +17.5% |
| 1Y | +22.4% | +5.6% | +16.9% | +22.2% |
| 3Y | +41.9% | +15.9% | +26.0% | +39.7% |
| All | +42.0% | -61.8% | +103.8% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling