+141.4%
XLC vs GPC
+82.7%
+58.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | +0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | +0.6% | +39.2% | -38.5% | -9.7% |
| 6M | -4.5% | +18.2% | -22.7% | -10.1% |
| YTD | -4.7% | +12.1% | -16.8% | -9.6% |
| 1Y | -1.7% | -0.7% | -1.0% | -3.0% |
| 3Y | +72.3% | -1.7% | +73.9% | +65.0% |
| 5Y | +37.8% | +29.3% | +8.5% | +17.5% |
| All | +141.4% | +82.7% | +58.7% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling