+172.7%
XLE vs GPC
+83.6%
+89.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +2.2% | +1.2% | +1.0% | +1.6% |
| 30D | +11.8% | +6.0% | +5.8% | +8.8% |
| 3M | +9.8% | +42.6% | -32.8% | -7.5% |
| 6M | +15.6% | +22.8% | -7.2% | +3.4% |
| YTD | +45.3% | +15.5% | +29.8% | +32.3% |
| 1Y | +48.3% | +2.0% | +46.3% | +43.0% |
| 3Y | +55.4% | -1.4% | +56.9% | +45.2% |
| 5Y | +216.1% | +30.6% | +185.5% | +142.3% |
| All | +172.7% | +83.6% | +89.1% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling