+80.1%
XLF vs GPC
-0.2%
+80.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | +6.2% | -6.0% | +12.2% | +7.4% |
| 3M | +0.9% | -7.6% | +8.5% | +2.3% |
| 6M | +13.6% | +24.2% | -10.6% | +8.1% |
| YTD | +7.6% | +2.7% | +4.9% | +5.2% |
| 1Y | +10.2% | +0.2% | +10.0% | +8.4% |
| All | +80.1% | -0.2% | +80.3% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling