+48.3%
XLE vs GPC
+0.2%
+48.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | +11.8% | +5.1% | +6.6% | +11.9% |
| 3M | +9.8% | +41.5% | -31.7% | +9.6% |
| 6M | +15.6% | +21.8% | -6.2% | +17.6% |
| YTD | +45.3% | +14.6% | +30.7% | +47.2% |
| 1Y | +48.3% | +1.3% | +47.0% | +51.8% |
| All | +48.3% | +0.2% | +48.1% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling