+133.6%
XLC vs GPC
+67.4%
+66.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | +3.1% | -1.3% | +4.4% | +3.5% |
| 30D | -4.2% | -6.0% | +1.8% | -2.5% |
| 3M | -2.1% | -7.6% | +5.5% | 0.0% |
| 6M | -6.6% | +24.2% | -30.8% | -13.5% |
| YTD | -7.8% | +2.7% | -10.5% | -10.3% |
| 1Y | -4.1% | +0.2% | -4.2% | -6.0% |
| 3Y | +62.6% | -0.8% | +63.4% | +54.5% |
| 5Y | +39.6% | +4.4% | +35.2% | +28.0% |
| All | +133.6% | +67.4% | +66.2% | +77.1% |
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