-34.7%
GFS vs XHB
+33.2%
-67.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +7.4% |
| 7D | -7.8% | +1.3% | -9.1% | -9.2% |
| 30D | -19.7% | +7.8% | -27.5% | -25.0% |
| 3M | -23.1% | -5.5% | -17.7% | -20.5% |
| 6M | -46.4% | -2.6% | -43.8% | -46.2% |
| YTD | +11.0% | +0.4% | +10.7% | +7.6% |
| 1Y | +12.6% | -1.0% | +13.6% | +10.1% |
| 3Y | -24.9% | +37.3% | -62.2% | -47.9% |
| All | -34.7% | +33.2% | -67.9% | -53.2% |
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 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