+637.4%
GLW vs XHB
+182.7%
+454.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.7% | +7.2% |
| 7D | -5.9% | +1.3% | -7.2% | -6.6% |
| 30D | -26.0% | +11.8% | -37.8% | -31.0% |
| 3M | -29.9% | -3.8% | -26.1% | -28.8% |
| 6M | -37.8% | +4.1% | -41.9% | -39.5% |
| YTD | +33.1% | +4.0% | +29.2% | +29.4% |
| 1Y | +36.8% | +1.6% | +35.3% | +34.6% |
| 3Y | +356.1% | +43.2% | +312.9% | +254.6% |
| 5Y | +243.8% | +35.8% | +208.0% | +168.9% |
| 10Y | +542.4% | +259.3% | +283.1% | +184.2% |
| All | +637.4% | +182.7% | +454.8% | +200.1% |
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