+463.3%
GLW vs XHB
+26.5%
+436.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.4% | +10.0% | +8.7% |
| 7D | +14.0% | +0.2% | +13.8% | +13.8% |
| 30D | +0.4% | -9.1% | +9.4% | +5.0% |
| 3M | -11.3% | -2.3% | -9.0% | -10.2% |
| 6M | +35.1% | -4.1% | +39.2% | +37.9% |
| YTD | +90.5% | -1.7% | +92.3% | +92.0% |
| 1Y | +132.0% | -15.1% | +147.1% | +147.0% |
| 3Y | +463.3% | +26.8% | +436.5% | +374.4% |
| All | +463.3% | +26.5% | +436.9% | +374.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling