+135.4%
XLP vs GPC
+85.0%
+50.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.3% | +0.4% | +2.0% | +2.2% |
| 30D | +9.1% | -1.8% | +10.9% | +9.6% |
| 3M | +7.9% | -6.6% | +14.4% | +9.7% |
| 6M | +9.6% | +21.3% | -11.7% | +3.5% |
| YTD | +19.4% | +4.3% | +15.2% | +16.7% |
| 1Y | +22.4% | +3.3% | +19.1% | +19.8% |
| 3Y | +43.2% | +0.8% | +42.4% | +37.5% |
| 5Y | +42.6% | +7.4% | +35.2% | +32.3% |
| 10Y | +135.4% | +79.2% | +56.2% | +79.1% |
| All | +135.4% | +85.0% | +50.4% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling