+216.2%
GIS vs XHB
+167.3%
+48.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -1.2% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | +2.2% | -9.1% | +11.2% | +3.7% |
| 3M | +15.7% | -2.3% | +18.0% | +15.9% |
| 6M | -12.0% | -4.1% | -7.8% | -11.7% |
| YTD | -15.0% | -1.7% | -13.3% | -15.1% |
| 1Y | -20.1% | -15.1% | -5.0% | -18.4% |
| 3Y | -34.6% | +26.8% | -61.4% | -37.9% |
| 5Y | -22.8% | +37.3% | -60.2% | -28.6% |
| 10Y | -18.5% | +205.7% | -224.2% | -35.3% |
| All | +216.2% | +167.3% | +48.9% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling