+218.0%
XLE vs GPC
+30.9%
+187.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | +11.8% | +6.0% | +5.8% | +10.3% |
| 3M | +9.8% | +42.6% | -32.8% | +0.6% |
| 6M | +15.6% | +22.8% | -7.2% | +9.7% |
| YTD | +45.3% | +15.5% | +29.8% | +39.3% |
| 1Y | +48.3% | +2.0% | +46.3% | +47.2% |
| 3Y | +55.4% | -1.4% | +56.9% | +51.8% |
| All | +218.0% | +30.9% | +187.1% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling