+75.8%
GM vs XHB
+33.0%
+42.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.7% |
| 7D | -2.4% | -4.6% | +2.2% | +0.7% |
| 30D | -1.1% | -9.1% | +8.0% | +5.5% |
| 3M | +6.1% | -8.6% | +14.7% | +12.0% |
| 6M | +15.0% | -4.0% | +19.0% | +16.9% |
| YTD | +6.0% | -3.9% | +9.9% | +7.0% |
| 1Y | +47.1% | -16.5% | +63.6% | +64.1% |
| 3Y | +170.5% | +22.6% | +147.9% | +113.1% |
| All | +75.8% | +33.0% | +42.7% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling