+17.7%
GFS vs XHB
+5.8%
+11.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.4% | -11.4% | -8.5% |
| 7D | -12.5% | +9.7% | -22.3% | -16.8% |
| 30D | -16.9% | +11.7% | -28.6% | -22.0% |
| 3M | -22.3% | -1.4% | -20.9% | -21.1% |
| 6M | -40.2% | +6.8% | -47.0% | -42.6% |
| YTD | +16.0% | +5.5% | +10.5% | +8.8% |
| 1Y | +17.7% | +5.1% | +12.5% | +10.4% |
| All | +17.7% | +5.8% | +11.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling