+561.3%
XLP vs GPC
+869.4%
-308.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +3.5% | +1.7% | +1.8% | +3.0% |
| 30D | +11.6% | -2.3% | +13.9% | +12.3% |
| 3M | +7.6% | -4.5% | +12.1% | +9.0% |
| 6M | +10.0% | +21.6% | -11.5% | +2.8% |
| YTD | +19.7% | +4.0% | +15.7% | +16.5% |
| 1Y | +23.5% | +3.5% | +20.0% | +20.2% |
| 3Y | +44.0% | +2.1% | +41.8% | +36.9% |
| 5Y | +42.7% | +5.5% | +37.2% | +32.1% |
| 10Y | +131.3% | +90.7% | +40.6% | +66.1% |
| All | +561.3% | +869.4% | -308.1% | +151.0% |
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