+13.4%
GD vs XHB
-9.3%
+22.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -1.9% |
| 7D | -5.3% | -1.3% | -4.0% | -5.0% |
| 30D | -6.4% | -6.9% | +0.5% | -5.2% |
| 3M | +5.7% | -1.3% | +7.0% | +5.4% |
| 6M | -0.9% | -6.8% | +5.8% | +0.6% |
| YTD | +8.2% | +0.7% | +7.4% | +6.6% |
| 1Y | +13.4% | -11.2% | +24.7% | +17.8% |
| All | +13.4% | -9.3% | +22.7% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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