+820.5%
XLB vs GPC
+975.7%
-155.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.0% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | -0.4% | +6.0% | -6.3% | -3.6% |
| 3M | +2.0% | +42.6% | -40.7% | -17.3% |
| 6M | +1.8% | +22.8% | -20.9% | -10.7% |
| YTD | +16.6% | +15.5% | +1.1% | +4.6% |
| 1Y | +16.9% | +2.0% | +14.9% | +12.3% |
| 3Y | +32.6% | -1.4% | +34.0% | +23.4% |
| 5Y | +35.6% | +30.6% | +5.1% | +4.5% |
| 10Y | +160.0% | +80.6% | +79.4% | +52.8% |
| All | +820.5% | +975.7% | -155.1% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling