+1,472.6%
XLK vs GPC
+975.7%
+496.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.3% |
| 30D | +0.7% | +6.0% | -5.2% | -2.1% |
| 3M | -2.9% | +42.6% | -45.6% | -19.4% |
| 6M | +34.3% | +22.8% | +11.5% | +19.2% |
| YTD | +30.4% | +15.5% | +14.9% | +17.7% |
| 1Y | +43.4% | +2.0% | +41.3% | +36.9% |
| 3Y | +116.8% | -1.4% | +118.3% | +100.2% |
| 5Y | +144.0% | +30.6% | +113.4% | +92.1% |
| 10Y | +778.8% | +80.6% | +698.1% | +436.0% |
| All | +1,472.6% | +975.7% | +496.9% | +233.0% |
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