+28.6%
XLB vs GPC
+4.3%
+24.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +5.2% | -6.3% | +11.5% | +7.5% |
| 3M | +0.3% | -8.2% | +8.5% | +3.2% |
| 6M | +1.2% | +27.1% | -25.9% | -8.2% |
| YTD | +16.6% | +3.1% | +13.5% | +13.0% |
| 1Y | +21.4% | +0.1% | +21.4% | +19.0% |
| 3Y | +43.2% | +0.2% | +43.0% | +34.5% |
| All | +28.6% | +4.3% | +24.3% | +12.2% |
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