+16.9%
XLB vs GPC
+0.2%
+16.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -0.4% | +5.1% | -5.5% | -1.8% |
| 3M | +2.0% | +41.5% | -39.6% | -8.1% |
| 6M | +1.8% | +21.8% | -20.0% | -4.8% |
| YTD | +16.6% | +14.6% | +2.0% | +6.4% |
| 1Y | +16.9% | +1.3% | +15.7% | +13.3% |
| All | +16.9% | +0.2% | +16.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling