+3.6%
XLY vs GPC
+6.5%
-2.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.5% | +3.9% |
| 7D | +6.1% | +4.1% | +1.9% | +5.3% |
| 30D | +10.8% | +0.1% | +10.7% | +10.6% |
| 3M | +3.6% | -3.9% | +7.5% | +4.2% |
| 6M | +4.4% | +24.4% | -20.0% | -1.1% |
| YTD | +3.1% | +5.7% | -2.6% | -4.0% |
| 1Y | +3.6% | +6.8% | -3.2% | -4.7% |
| All | +3.6% | +6.5% | -2.9% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling