+188.5%
GD vs XHB
+252.6%
-64.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -5.0% | +1.3% | -6.3% | -5.6% |
| 30D | +8.9% | +7.8% | +1.1% | +5.4% |
| 3M | -8.0% | -5.5% | -2.6% | -6.4% |
| 6M | +2.9% | -2.6% | +5.5% | +2.9% |
| YTD | +7.1% | +0.4% | +6.7% | +5.0% |
| 1Y | +5.9% | -1.0% | +6.9% | +4.3% |
| 3Y | +53.9% | +37.3% | +16.6% | +26.0% |
| 5Y | +95.4% | +33.7% | +61.7% | +57.7% |
| All | +188.5% | +252.6% | -64.1% | +33.3% |
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