+227.4%
XLI vs GPC
+80.0%
+147.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -0.3% | -1.8% | +1.5% | +0.3% |
| 3M | -8.4% | -6.6% | -1.8% | -5.9% |
| 6M | -2.1% | +21.3% | -23.4% | -11.7% |
| YTD | +9.6% | +4.3% | +5.4% | +4.4% |
| 1Y | +10.7% | +3.3% | +7.4% | +5.8% |
| 3Y | +71.6% | +0.8% | +70.8% | +58.8% |
| 5Y | +70.8% | +7.4% | +63.4% | +49.3% |
| All | +227.4% | +80.0% | +147.4% | +109.3% |
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