+429.4%
XLF vs GPC
+860.8%
-431.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | +7.6% | -6.3% | +13.9% | +11.8% |
| 3M | +1.1% | -8.2% | +9.2% | +6.0% |
| 6M | +15.9% | +27.1% | -11.2% | -2.7% |
| YTD | +8.4% | +3.1% | +5.3% | +1.3% |
| 1Y | +12.5% | +0.1% | +12.4% | +7.0% |
| 3Y | +81.6% | +0.2% | +81.3% | +61.5% |
| 5Y | +59.3% | +4.9% | +54.4% | +32.5% |
| 10Y | +225.4% | +75.2% | +150.3% | +71.6% |
| All | +429.4% | +860.8% | -431.5% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling