+159.6%
XLB vs GPC
+79.8%
+79.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | +0.3% |
| 7D | -0.2% | +0.2% | -0.4% | -0.4% |
| 30D | -1.7% | -0.4% | -1.4% | -1.6% |
| 3M | +4.4% | +39.2% | -34.8% | -10.8% |
| 6M | +5.0% | +18.2% | -13.2% | -3.7% |
| YTD | +15.5% | +12.1% | +3.4% | +7.4% |
| 1Y | +14.9% | -0.7% | +15.6% | +12.9% |
| 3Y | +34.5% | -1.7% | +36.2% | +27.6% |
| 5Y | +36.5% | +29.3% | +7.3% | +10.7% |
| 10Y | +159.6% | +80.7% | +78.9% | +70.3% |
| All | +159.6% | +79.8% | +79.8% | +70.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling