+1,117.4%
XLI vs GPC
+975.7%
+141.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -1.1% | +1.2% | -2.3% | -1.7% |
| 30D | -5.9% | +6.0% | -11.9% | -9.0% |
| 3M | -0.3% | +42.6% | -42.9% | -19.2% |
| 6M | +0.1% | +22.8% | -22.6% | -12.3% |
| YTD | +13.6% | +15.5% | -1.9% | +1.5% |
| 1Y | +17.2% | +2.0% | +15.1% | +12.0% |
| 3Y | +68.2% | -1.4% | +69.6% | +55.4% |
| 5Y | +80.7% | +30.6% | +50.1% | +38.2% |
| 10Y | +253.3% | +80.6% | +172.6% | +107.5% |
| All | +1,117.4% | +975.7% | +141.8% | +122.9% |
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