+764.8%
XLI vs GPN
+2,494.6%
-1,729.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | -2.3% | -3.5% | +1.2% | -1.2% |
| 30D | -8.2% | +3.1% | -11.3% | -9.3% |
| 3M | +0.8% | +42.3% | -41.5% | -11.1% |
| 6M | +0.8% | +20.9% | -20.0% | -6.8% |
| YTD | +10.5% | +15.2% | -4.7% | +2.8% |
| 1Y | +14.1% | +5.4% | +8.7% | +8.9% |
| 3Y | +68.6% | -27.4% | +96.0% | +77.0% |
| 5Y | +80.4% | -44.2% | +124.6% | +100.3% |
| 10Y | +254.6% | +27.4% | +227.3% | +193.2% |
| All | +764.8% | +2,494.6% | -1,729.8% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling