+26.0%
XLP vs GPN
-26.7%
+52.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | -1.3% | +3.8% | -5.1% | -1.7% |
| 3M | +1.8% | +39.2% | -37.3% | -1.2% |
| 6M | -0.8% | +17.9% | -18.7% | -2.5% |
| YTD | +9.5% | +16.4% | -6.8% | +7.6% |
| 1Y | +7.2% | +3.6% | +3.5% | +6.6% |
| All | +26.0% | -26.7% | +52.7% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling