+988.5%
XLE vs GPC
+869.4%
+119.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.2% |
| 7D | -10.3% | +1.7% | -12.0% | -11.2% |
| 30D | -3.3% | -2.3% | -1.0% | -2.6% |
| 3M | +8.2% | -4.5% | +12.7% | +9.8% |
| 6M | +5.0% | +21.6% | -16.5% | -7.3% |
| YTD | +40.6% | +4.0% | +36.5% | +31.9% |
| 1Y | +45.0% | +3.5% | +41.5% | +36.3% |
| 3Y | +56.3% | +2.1% | +54.2% | +40.5% |
| 5Y | +152.2% | +5.5% | +146.8% | +115.8% |
| 10Y | +173.0% | +90.7% | +82.2% | +60.9% |
| All | +988.5% | +869.4% | +119.1% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling