-2.7%
GFS vs XHB
+36.1%
-38.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.7% |
| 7D | +2.6% | +0.2% | +2.5% | +2.5% |
| 30D | -16.4% | -9.1% | -7.3% | -9.9% |
| 3M | -41.6% | -2.3% | -39.3% | -40.9% |
| 6M | -3.7% | -4.1% | +0.4% | -1.0% |
| YTD | +29.3% | -1.7% | +31.0% | +28.8% |
| 1Y | +37.1% | -15.1% | +52.2% | +53.8% |
| 3Y | -22.1% | +26.8% | -49.0% | -41.6% |
| All | -2.7% | +36.1% | -38.8% | -29.4% |
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 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