+606.9%
GEV vs XHB
-10.5%
+617.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -1.7% |
| 7D | -1.9% | -5.2% | +3.3% | +0.6% |
| 30D | -8.7% | -12.1% | +3.4% | -3.0% |
| 3M | +6.6% | -6.2% | +12.8% | +9.6% |
| 6M | +10.2% | -6.7% | +16.9% | +13.4% |
| YTD | +41.6% | -5.5% | +47.1% | +43.6% |
| 1Y | +43.9% | -15.6% | +59.5% | +53.9% |
| All | +606.9% | -10.5% | +617.4% | +606.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling