+721.1%
XLE vs GPN
+2,600.4%
-1,879.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.4% |
| 7D | +5.4% | -5.6% | +11.1% | +6.9% |
| 30D | -3.9% | +13.6% | -17.6% | -8.7% |
| 3M | +7.0% | -2.8% | +9.8% | +6.7% |
| 6M | +14.2% | +38.1% | -23.9% | 0.0% |
| YTD | +48.2% | +19.9% | +28.3% | +33.8% |
| 1Y | +47.7% | +23.4% | +24.3% | +31.9% |
| 3Y | +70.0% | -12.6% | +82.6% | +64.8% |
| 5Y | +169.1% | -26.6% | +195.7% | +166.6% |
| 10Y | +180.7% | +40.4% | +140.3% | +124.4% |
| All | +721.1% | +2,600.4% | -1,879.4% | +274.3% |
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