+44.0%
XLP vs GPN
-8.3%
+52.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +0.1% | -1.9% | +1.9% | +0.2% |
| 30D | +8.9% | +18.9% | -10.0% | +7.0% |
| 3M | +7.5% | +13.8% | -6.4% | +6.0% |
| 6M | +9.4% | +42.3% | -32.8% | +5.7% |
| YTD | +19.3% | +27.6% | -8.3% | +16.1% |
| 1Y | +21.7% | +30.3% | -8.5% | +18.2% |
| 3Y | +44.0% | -5.8% | +49.8% | +40.1% |
| All | +44.0% | -8.3% | +52.2% | +40.1% |
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