+215.1%
XLF vs GPC
+74.2%
+141.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.8% |
| 30D | +6.2% | -6.0% | +12.2% | +8.9% |
| 3M | +0.9% | -7.6% | +8.5% | +4.1% |
| 6M | +13.6% | +24.2% | -10.6% | +1.5% |
| YTD | +7.6% | +2.7% | +4.9% | +3.0% |
| 1Y | +10.2% | +0.2% | +10.0% | +6.6% |
| 3Y | +79.8% | -0.8% | +80.6% | +66.8% |
| 5Y | +58.0% | +4.4% | +53.5% | +38.8% |
| All | +215.1% | +74.2% | +141.0% | +102.0% |
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