+565.9%
XLU vs GPN
+2,494.3%
-1,928.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -4.3% | +2.7% | -0.8% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | -3.2% | +35.8% | -39.0% | -9.1% |
| 6M | -7.0% | +22.0% | -29.0% | -11.3% |
| YTD | +0.6% | +15.2% | -14.6% | -3.7% |
| 1Y | +2.4% | +3.5% | -1.0% | -0.1% |
| 3Y | +46.3% | -26.9% | +73.2% | +49.8% |
| 5Y | +44.0% | -44.2% | +88.2% | +52.3% |
| 10Y | +140.1% | +27.3% | +112.7% | +112.7% |
| All | +565.9% | +2,494.3% | -1,928.4% | +268.6% |
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 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