+170.5%
GM vs XHB
+23.1%
+147.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.5% |
| 7D | -2.4% | -4.6% | +2.2% | +0.2% |
| 30D | -1.1% | -9.1% | +8.0% | +4.2% |
| 3M | +6.1% | -8.6% | +14.7% | +11.0% |
| 6M | +15.0% | -4.0% | +19.0% | +16.7% |
| YTD | +6.0% | -3.9% | +9.9% | +7.0% |
| 1Y | +47.1% | -16.5% | +63.6% | +60.6% |
| 3Y | +170.5% | +22.6% | +147.9% | +122.1% |
| All | +170.5% | +23.1% | +147.4% | +122.1% |
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 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