+143.7%
XLC vs GPN
-19.5%
+163.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.5% | -4.6% | +5.1% | +2.1% |
| 30D | +2.1% | -0.3% | +2.4% | +2.1% |
| 3M | +0.7% | +35.4% | -34.7% | -10.0% |
| 6M | -3.2% | +21.7% | -24.9% | -10.8% |
| YTD | -3.8% | +14.9% | -18.7% | -10.3% |
| 1Y | -2.0% | +3.2% | -5.2% | -5.5% |
| 3Y | +71.4% | -27.1% | +98.5% | +82.2% |
| 5Y | +40.7% | -44.4% | +85.1% | +61.7% |
| All | +143.7% | -19.5% | +163.2% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling