+862.5%
GD vs XHB
+177.0%
+685.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.1% |
| 7D | -3.9% | +2.5% | -6.4% | -5.0% |
| 30D | +8.1% | +6.7% | +1.4% | +5.3% |
| 3M | -6.8% | -5.8% | -1.0% | -5.1% |
| 6M | +3.0% | +1.7% | +1.3% | +1.3% |
| YTD | +7.8% | +1.9% | +5.9% | +5.3% |
| 1Y | +5.8% | +0.9% | +4.9% | +3.7% |
| 3Y | +55.3% | +37.6% | +17.7% | +31.5% |
| 5Y | +96.7% | +35.7% | +60.9% | +62.8% |
| 10Y | +195.4% | +262.3% | -67.0% | +63.0% |
| All | +862.5% | +177.0% | +685.5% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling