+1,090.8%
XLI vs GPC
+864.0%
+226.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +0.9% | -2.1% | +3.0% | +2.1% |
| 30D | +1.1% | -4.5% | +5.6% | +3.4% |
| 3M | -7.7% | -7.7% | 0.0% | -4.0% |
| 6M | -1.8% | +24.3% | -26.1% | -14.7% |
| YTD | +11.1% | +3.5% | +7.6% | +5.0% |
| 1Y | +12.1% | +0.7% | +11.4% | +7.4% |
| 3Y | +73.8% | 0.0% | +73.9% | +58.9% |
| 5Y | +73.8% | +5.8% | +67.9% | +49.8% |
| 10Y | +231.7% | +75.8% | +155.9% | +96.0% |
| All | +1,090.8% | +864.0% | +226.7% | +130.5% |
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