+253.9%
XLI vs GPN
+28.5%
+225.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.7% | -4.3% | +2.7% | -0.2% |
| 30D | -7.3% | 0.0% | -7.3% | -7.5% |
| 3M | -1.3% | +35.8% | -37.2% | -12.3% |
| 6M | +2.2% | +22.0% | -19.8% | -6.3% |
| YTD | +11.7% | +15.2% | -3.5% | +3.5% |
| 1Y | +14.3% | +3.5% | +10.8% | +9.6% |
| 3Y | +70.3% | -26.9% | +97.3% | +80.6% |
| 5Y | +82.3% | -44.2% | +126.5% | +108.7% |
| All | +253.9% | +28.5% | +225.4% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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