+526.0%
GLW vs XHB
+237.3%
+288.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.1% | -4.8% |
| 7D | +7.7% | -0.2% | +8.0% | +8.0% |
| 30D | -18.8% | +9.9% | -28.8% | -24.1% |
| 3M | -27.7% | -6.3% | -21.4% | -25.2% |
| 6M | -44.4% | +3.8% | -48.3% | -46.0% |
| YTD | +31.3% | +0.1% | +31.1% | +30.0% |
| 1Y | +40.0% | -0.8% | +40.9% | +39.2% |
| 3Y | +339.2% | +35.6% | +303.6% | +235.6% |
| 5Y | +229.2% | +29.6% | +199.6% | +152.5% |
| All | +526.0% | +237.3% | +288.7% | +118.6% |
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