+666.1%
GLW vs XHB
+175.0%
+491.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +1.4% | -4.1% | +5.5% | +4.2% |
| 30D | -18.2% | +9.6% | -27.8% | -22.8% |
| 3M | -24.2% | -6.0% | -18.2% | -22.0% |
| 6M | -41.7% | +2.2% | -43.9% | -42.7% |
| YTD | +38.3% | +1.1% | +37.2% | +36.6% |
| 1Y | +38.2% | -1.7% | +39.9% | +38.5% |
| 3Y | +363.4% | +36.5% | +326.9% | +270.4% |
| 5Y | +254.6% | +33.5% | +221.1% | +180.1% |
| 10Y | +562.0% | +240.9% | +321.0% | +201.6% |
| All | +666.1% | +175.0% | +491.1% | +216.8% |
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