+34.0%
XLB vs GPN
-44.7%
+78.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.8% | -4.6% | +1.8% | -1.7% |
| 30D | -3.1% | -0.3% | -2.8% | -3.2% |
| 3M | -0.2% | +35.4% | -35.6% | -8.2% |
| 6M | +3.1% | +21.7% | -18.6% | -3.1% |
| YTD | +13.3% | +14.9% | -1.6% | +7.5% |
| 1Y | +12.0% | +3.2% | +8.8% | +9.3% |
| 3Y | +31.4% | -27.1% | +58.5% | +38.2% |
| All | +34.0% | -44.7% | +78.6% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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