+42.7%
XLP vs GPC
+6.4%
+36.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +3.5% | +1.7% | +1.8% | +3.1% |
| 30D | +11.6% | -2.3% | +13.9% | +12.1% |
| 3M | +7.6% | -4.5% | +12.1% | +8.6% |
| 6M | +10.0% | +21.6% | -11.5% | +5.1% |
| YTD | +19.7% | +4.0% | +15.7% | +17.6% |
| 1Y | +23.5% | +3.5% | +20.0% | +21.3% |
| 3Y | +44.0% | +2.1% | +41.8% | +37.9% |
| 5Y | +42.7% | +5.5% | +37.2% | +31.4% |
| All | +42.7% | +6.4% | +36.3% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling