+161.9%
XLE vs GPC
+6.4%
+155.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | -4.0% | -4.5% | +0.5% | -3.3% |
| 3M | +4.6% | -7.7% | +12.3% | +6.0% |
| 6M | +12.3% | +24.3% | -12.0% | +5.8% |
| YTD | +44.5% | +3.5% | +41.1% | +41.6% |
| 1Y | +42.4% | +0.7% | +41.7% | +40.5% |
| 3Y | +67.0% | 0.0% | +67.1% | +59.5% |
| 5Y | +161.9% | +5.8% | +156.1% | +139.8% |
| All | +161.9% | +6.4% | +155.5% | +139.8% |
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 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