+135.4%
XLP vs GPN
+47.3%
+88.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | -0.6% |
| 7D | +2.3% | +3.7% | -1.3% | +1.6% |
| 30D | +9.1% | +23.6% | -14.5% | +4.6% |
| 3M | +7.9% | +18.3% | -10.4% | +4.1% |
| 6M | +9.6% | +47.8% | -38.2% | +1.0% |
| YTD | +19.4% | +32.6% | -13.1% | +11.5% |
| 1Y | +22.4% | +36.0% | -13.6% | +13.6% |
| 3Y | +43.2% | -3.9% | +47.0% | +39.4% |
| 5Y | +42.6% | -19.4% | +61.9% | +40.9% |
| 10Y | +135.4% | +52.1% | +83.4% | +112.7% |
| All | +135.4% | +47.3% | +88.1% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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