+177.4%
GD vs XHB
+271.6%
-94.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +0.8% |
| 7D | -3.0% | +1.3% | -4.4% | -3.7% |
| 30D | +9.3% | +11.8% | -2.5% | +4.3% |
| 3M | -7.2% | -3.8% | -3.4% | -6.2% |
| 6M | +5.5% | +4.1% | +1.4% | +2.7% |
| YTD | +9.5% | +4.0% | +5.5% | +5.9% |
| 1Y | +6.4% | +1.6% | +4.9% | +3.8% |
| 3Y | +59.8% | +43.2% | +16.7% | +28.8% |
| 5Y | +98.0% | +35.8% | +62.1% | +59.4% |
| 10Y | +177.4% | +259.3% | -81.9% | +32.2% |
| All | +177.4% | +271.6% | -94.2% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling