+124.6%
XLP vs GPC
+85.6%
+39.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | +0.7% | +1.6% | -0.8% | +0.3% |
| 30D | +10.3% | -2.1% | +12.3% | +10.8% |
| 3M | +6.5% | -6.8% | +13.3% | +8.4% |
| 6M | +8.4% | +18.6% | -10.2% | +3.0% |
| YTD | +18.2% | +2.7% | +15.5% | +16.0% |
| 1Y | +22.4% | +1.8% | +20.6% | +20.3% |
| 3Y | +41.9% | +1.1% | +40.8% | +36.1% |
| 5Y | +40.9% | +4.1% | +36.8% | +32.0% |
| All | +124.6% | +85.6% | +39.0% | +79.8% |
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