+231.7%
XLI vs GPC
+78.6%
+153.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +0.9% | -2.1% | +3.0% | +1.9% |
| 30D | +1.1% | -4.5% | +5.6% | +3.0% |
| 3M | -7.7% | -7.7% | 0.0% | -4.7% |
| 6M | -1.8% | +24.3% | -26.1% | -12.4% |
| YTD | +11.1% | +3.5% | +7.6% | +6.2% |
| 1Y | +12.1% | +0.7% | +11.4% | +8.4% |
| 3Y | +73.8% | 0.0% | +73.9% | +61.4% |
| 5Y | +73.8% | +5.8% | +67.9% | +53.0% |
| 10Y | +231.7% | +75.8% | +155.9% | +112.8% |
| All | +231.7% | +78.6% | +153.1% | +112.8% |
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 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