+508.9%
XLP vs GPC
+975.7%
-466.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -1.0% | +1.2% | -2.2% | -1.4% |
| 30D | -0.9% | +6.0% | -6.8% | -2.7% |
| 3M | +3.8% | +42.6% | -38.8% | -7.5% |
| 6M | -1.7% | +22.8% | -24.5% | -8.5% |
| YTD | +10.3% | +15.5% | -5.2% | +4.0% |
| 1Y | +7.8% | +2.0% | +5.7% | +5.6% |
| 3Y | +27.2% | -1.4% | +28.6% | +22.4% |
| 5Y | +32.5% | +30.6% | +1.9% | +14.5% |
| 10Y | +101.8% | +80.6% | +21.2% | +48.4% |
| All | +508.9% | +975.7% | -466.7% | +124.1% |
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 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