+29.0%
XLB vs GPC
+3.6%
+25.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | +6.1% | -2.1% | +8.1% | +6.7% |
| 3M | 0.0% | -6.8% | +6.8% | +2.4% |
| 6M | 0.0% | +18.6% | -18.6% | -7.0% |
| YTD | +16.0% | +2.7% | +13.3% | +12.6% |
| 1Y | +24.7% | +1.8% | +23.0% | +21.4% |
| 3Y | +40.4% | +1.1% | +39.3% | +31.1% |
| All | +29.0% | +3.6% | +25.5% | +11.8% |
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 · 6 months rolling