+46.7%
XLU vs GPC
-1.9%
+48.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | -2.7% | +37.4% | -40.1% | -7.3% |
| 6M | -7.5% | +25.4% | -32.9% | -10.9% |
| YTD | +0.9% | +12.2% | -11.2% | -1.8% |
| 1Y | +3.3% | -0.3% | +3.6% | +2.2% |
| All | +46.7% | -1.9% | +48.6% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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