+142.5%
XLC vs GPC
+88.1%
+54.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | +1.0% | +6.0% | -4.9% | -0.7% |
| 3M | -0.7% | +42.6% | -43.3% | -11.5% |
| 6M | -5.1% | +22.8% | -27.9% | -11.7% |
| YTD | -4.3% | +15.5% | -19.7% | -10.0% |
| 1Y | -0.6% | +2.0% | -2.6% | -2.7% |
| 3Y | +72.7% | -1.4% | +74.1% | +65.8% |
| 5Y | +38.0% | +30.6% | +7.4% | +17.5% |
| All | +142.5% | +88.1% | +54.3% | +77.8% |
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