+81.8%
XLI vs GPN
-44.7%
+126.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.7% | -4.6% | +2.9% | -0.6% |
| 30D | -7.3% | -0.3% | -7.0% | -7.3% |
| 3M | -1.3% | +35.4% | -36.8% | -9.1% |
| 6M | +2.2% | +21.7% | -19.4% | -3.7% |
| YTD | +11.7% | +14.9% | -3.2% | +6.2% |
| 1Y | +14.3% | +3.2% | +11.1% | +11.5% |
| 3Y | +70.3% | -27.1% | +97.5% | +79.0% |
| All | +81.8% | -44.7% | +126.5% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling