+230.7%
GM vs XHB
+622.1%
-391.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.2% |
| 7D | -1.1% | -1.9% | +0.8% | +0.4% |
| 30D | -4.6% | -8.3% | +3.7% | +1.9% |
| 3M | +0.2% | -7.1% | +7.4% | +5.3% |
| 6M | +12.6% | -5.3% | +17.9% | +16.0% |
| YTD | +3.7% | -3.2% | +6.9% | +4.4% |
| 1Y | +45.6% | -13.9% | +59.5% | +60.4% |
| 3Y | +162.0% | +24.9% | +137.1% | +104.7% |
| 5Y | +80.5% | +34.5% | +46.0% | +31.4% |
| 10Y | +231.3% | +215.5% | +15.9% | +19.7% |
| All | +230.7% | +622.1% | -391.4% | -39.5% |
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