+141.4%
XLC vs GPN
-18.5%
+159.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.7% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +0.2% | +3.8% | -3.6% | -1.2% |
| 3M | +0.6% | +39.2% | -38.5% | -10.9% |
| 6M | -4.5% | +17.9% | -22.4% | -11.0% |
| YTD | -4.7% | +16.4% | -21.1% | -11.6% |
| 1Y | -1.7% | +3.6% | -5.3% | -5.3% |
| 3Y | +72.3% | -26.7% | +99.0% | +82.9% |
| 5Y | +37.8% | -44.8% | +82.5% | +59.0% |
| All | +141.4% | -18.5% | +159.8% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling