+69.7%
XLC vs GPN
-27.4%
+97.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | -1.7% | -3.5% | +1.9% | -0.9% |
| 30D | +0.2% | +3.1% | -2.9% | -0.5% |
| 3M | +0.7% | +42.3% | -41.6% | -6.8% |
| 6M | -4.5% | +20.9% | -25.3% | -8.8% |
| YTD | -4.7% | +15.2% | -20.0% | -8.4% |
| 1Y | -1.5% | +5.4% | -6.9% | -3.5% |
| All | +69.7% | -27.4% | +97.1% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling