+704.9%
XLE vs GPN
+2,611.5%
-1,906.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +11.8% | +5.8% | +6.0% | +9.5% |
| 3M | +9.8% | +37.0% | -27.2% | -2.2% |
| 6M | +15.6% | +20.1% | -4.6% | +6.5% |
| YTD | +45.3% | +20.4% | +24.8% | +32.5% |
| 1Y | +48.3% | +7.4% | +40.9% | +39.9% |
| 3Y | +55.4% | -26.1% | +81.6% | +61.4% |
| 5Y | +216.1% | -38.5% | +254.6% | +236.2% |
| 10Y | +178.4% | +28.4% | +150.0% | +131.4% |
| All | +704.9% | +2,611.5% | -1,906.6% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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