+135.0%
XLU vs GPN
+30.8%
+104.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.8% |
| 7D | -2.9% | -2.3% | -0.7% | -2.5% |
| 30D | -5.6% | -2.8% | -2.8% | -5.1% |
| 3M | -5.5% | +33.6% | -39.1% | -11.5% |
| 6M | -9.8% | +32.2% | -42.0% | -15.9% |
| YTD | -0.7% | +17.7% | -18.4% | -5.7% |
| 1Y | +0.6% | +7.1% | -6.5% | -2.6% |
| 3Y | +40.3% | -25.9% | +66.2% | +45.2% |
| 5Y | +42.8% | -41.5% | +84.3% | +53.6% |
| 10Y | +135.0% | +30.3% | +104.8% | +123.6% |
| All | +135.0% | +30.8% | +104.2% | +123.6% |
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