+1,101.4%
XLY vs GPC
+953.5%
+147.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | -6.0% | +1.3% | -7.3% | -6.8% |
| 3M | -2.7% | +37.1% | -39.9% | -19.3% |
| 6M | -1.5% | +23.2% | -24.7% | -13.6% |
| YTD | -5.4% | +13.1% | -18.5% | -14.4% |
| 1Y | -3.8% | +0.9% | -4.7% | -7.4% |
| 3Y | +36.6% | -0.8% | +37.4% | +26.1% |
| 5Y | +27.4% | +31.1% | -3.8% | -1.2% |
| 10Y | +218.2% | +87.4% | +130.8% | +81.8% |
| All | +1,101.4% | +953.5% | +147.9% | +104.0% |
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