+784.4%
XLB vs GPN
+2,520.1%
-1,735.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.2% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -1.7% | +3.8% | -5.6% | -3.2% |
| 3M | +4.4% | +39.2% | -34.8% | -7.2% |
| 6M | +5.0% | +17.9% | -12.9% | -2.0% |
| YTD | +15.5% | +16.4% | -0.9% | +7.2% |
| 1Y | +14.9% | +3.6% | +11.3% | +10.6% |
| 3Y | +34.5% | -26.7% | +61.2% | +40.9% |
| 5Y | +36.5% | -44.8% | +81.3% | +52.7% |
| 10Y | +159.6% | +24.1% | +135.5% | +114.6% |
| All | +784.4% | +2,520.1% | -1,735.7% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling