+246.5%
XLF vs GPC
+87.0%
+159.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.1% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +9.3% | +37.4% | -28.1% | -6.3% |
| 6M | +14.6% | +25.4% | -10.9% | +2.0% |
| YTD | +4.7% | +12.2% | -7.4% | -3.3% |
| 1Y | +8.6% | -0.3% | +9.0% | +6.0% |
| 3Y | +73.9% | -1.6% | +75.5% | +63.0% |
| 5Y | +65.0% | +31.0% | +34.1% | +29.1% |
| All | +246.5% | +87.0% | +159.5% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling