+866.0%
GD vs XHB
+173.9%
+692.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.1% |
| 7D | -5.3% | -1.3% | -4.0% | -4.8% |
| 30D | -6.4% | -6.9% | +0.5% | -4.0% |
| 3M | +5.7% | -1.3% | +7.0% | +5.7% |
| 6M | -0.9% | -6.8% | +5.8% | +0.6% |
| YTD | +8.2% | +0.7% | +7.4% | +6.5% |
| 1Y | +13.4% | -11.2% | +24.7% | +16.9% |
| 3Y | +68.5% | +25.3% | +43.2% | +48.1% |
| 5Y | +97.2% | +37.3% | +59.8% | +62.8% |
| 10Y | +190.2% | +211.5% | -21.3% | +69.4% |
| All | +866.0% | +173.9% | +692.1% | +360.5% |
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