+139.5%
XLP vs GPN
+39.9%
+99.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.6% |
| 7D | +2.5% | -5.6% | +8.2% | +3.4% |
| 30D | +7.3% | +13.6% | -6.3% | +4.3% |
| 3M | +8.1% | -2.8% | +10.9% | +8.2% |
| 6M | +10.5% | +38.1% | -27.6% | +2.9% |
| YTD | +21.2% | +19.9% | +1.3% | +15.1% |
| 1Y | +22.7% | +23.4% | -0.7% | +15.8% |
| 3Y | +44.8% | -12.6% | +57.4% | +43.3% |
| 5Y | +44.7% | -26.6% | +71.3% | +45.3% |
| All | +139.5% | +39.9% | +99.6% | +116.9% |
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