+33.6%
XLY vs GPC
-2.2%
+35.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | -4.2% | +0.5% | -4.7% | -4.3% |
| 3M | -2.7% | +31.7% | -34.4% | -10.0% |
| 6M | -0.6% | +24.7% | -25.4% | -6.9% |
| YTD | -5.0% | +11.8% | -16.8% | -9.4% |
| 1Y | -4.1% | -3.0% | -1.1% | -4.8% |
| 3Y | +33.6% | -1.1% | +34.7% | +26.3% |
| All | +33.6% | -2.2% | +35.8% | +26.3% |
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