+503.9%
XLP vs GPN
+2,611.5%
-2,107.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -0.9% | +5.8% | -6.7% | -1.9% |
| 3M | +3.8% | +37.0% | -33.2% | -2.1% |
| 6M | -1.7% | +20.1% | -21.9% | -5.5% |
| YTD | +10.3% | +20.4% | -10.2% | +5.4% |
| 1Y | +7.8% | +7.4% | +0.4% | +5.0% |
| 3Y | +27.2% | -26.1% | +53.3% | +30.1% |
| 5Y | +32.5% | -38.5% | +71.0% | +37.2% |
| 10Y | +101.8% | +28.4% | +73.4% | +79.6% |
| All | +503.9% | +2,611.5% | -2,107.6% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling