+1,331.5%
XLK vs GPC
+860.8%
+470.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | +3.4% | +0.4% | +2.9% | +3.2% |
| 30D | -10.6% | -6.3% | -4.3% | -8.1% |
| 3M | -10.6% | -8.2% | -2.5% | -7.6% |
| 6M | -3.5% | +27.1% | -30.6% | -16.0% |
| YTD | +18.7% | +3.1% | +15.6% | +12.3% |
| 1Y | +19.4% | +0.1% | +19.4% | +14.5% |
| 3Y | +94.5% | +0.2% | +94.2% | +77.0% |
| 5Y | +111.2% | +4.9% | +106.3% | +84.7% |
| 10Y | +707.2% | +75.2% | +632.0% | +393.7% |
| All | +1,331.5% | +860.8% | +470.7% | +217.9% |
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