-34.4%
XE vs GPC
+24.9%
-59.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +11.0% | +7.3% |
| 7D | +4.0% | +0.2% | +3.8% | +4.0% |
| 30D | -15.5% | -0.4% | -15.1% | -15.8% |
| 3M | -14.6% | +39.2% | -53.8% | -14.2% |
| All | -34.4% | +24.9% | -59.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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 · Available span rolling