+174.0%
GD vs XHB
+248.4%
-74.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.5% |
| 7D | -1.9% | +1.2% | -3.1% | -2.5% |
| 30D | +10.9% | +8.9% | +2.1% | +6.9% |
| 3M | -6.8% | -4.2% | -2.6% | -5.6% |
| 6M | +7.0% | +1.4% | +5.7% | +5.3% |
| YTD | +11.1% | +1.2% | +9.9% | +8.5% |
| 1Y | +7.0% | -1.3% | +8.3% | +5.5% |
| 3Y | +59.9% | +36.6% | +23.4% | +31.5% |
| 5Y | +102.5% | +34.3% | +68.2% | +63.3% |
| 10Y | +174.0% | +241.1% | -67.0% | +35.9% |
| All | +174.0% | +248.4% | -74.4% | +35.9% |
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