+881.3%
GLW vs XHB
+173.9%
+707.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.1% |
| 7D | +3.8% | -1.3% | +5.1% | +4.6% |
| 30D | -1.3% | -6.9% | +5.5% | +2.7% |
| 3M | -21.8% | -1.3% | -20.5% | -21.2% |
| 6M | +6.9% | -6.8% | +13.7% | +11.9% |
| YTD | +77.2% | +0.7% | +76.4% | +76.3% |
| 1Y | +123.2% | -11.2% | +134.5% | +137.8% |
| 3Y | +400.0% | +25.3% | +374.7% | +321.5% |
| 5Y | +342.8% | +37.3% | +305.5% | +245.8% |
| 10Y | +771.4% | +211.5% | +559.9% | +318.7% |
| All | +881.3% | +173.9% | +707.4% | +309.0% |
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