+37.1%
GFS vs XHB
-15.1%
+52.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.3% |
| 7D | +2.6% | +0.2% | +2.5% | +2.5% |
| 30D | -16.4% | -9.1% | -7.3% | -11.0% |
| 3M | -41.6% | -2.3% | -39.3% | -41.0% |
| 6M | -3.7% | -4.1% | +0.4% | -3.1% |
| YTD | +29.3% | -1.7% | +31.0% | +26.0% |
| 1Y | +37.1% | -15.1% | +52.2% | +51.2% |
| All | +37.1% | -15.1% | +52.3% | +51.2% |
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