+9.1%
XLF vs GPC
+1.0%
+8.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +0.2% | +6.0% | -5.8% | -0.5% |
| 3M | +11.7% | +42.6% | -30.9% | +7.2% |
| 6M | +13.8% | +22.8% | -9.0% | +10.4% |
| YTD | +7.0% | +15.5% | -8.5% | +1.2% |
| 1Y | +9.1% | +2.0% | +7.1% | +6.3% |
| All | +9.1% | +1.0% | +8.2% | +6.3% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling