+891.0%
XLV vs GPC
+945.1%
-54.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -4.4% | -1.8% | -2.6% | -3.8% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +8.9% | +37.4% | -28.5% | -3.5% |
| 6M | +9.1% | +25.4% | -16.3% | -0.4% |
| YTD | +7.9% | +12.2% | -4.2% | +1.7% |
| 1Y | +22.7% | -0.3% | +23.1% | +20.6% |
| 3Y | +31.9% | -1.6% | +33.5% | +25.9% |
| 5Y | +34.9% | +31.0% | +3.9% | +13.1% |
| 10Y | +173.9% | +85.9% | +88.0% | +87.2% |
| All | +891.0% | +945.1% | -54.1% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling