+25.3%
GPN vs XHB
+215.4%
-190.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.4% |
| 7D | -4.6% | -4.6% | 0.0% | -1.4% |
| 30D | -0.3% | -9.1% | +8.9% | +6.5% |
| 3M | +35.4% | -8.6% | +44.0% | +43.3% |
| 6M | +21.7% | -4.0% | +25.7% | +23.6% |
| YTD | +14.9% | -3.9% | +18.8% | +15.8% |
| 1Y | +3.2% | -16.5% | +19.7% | +14.9% |
| 3Y | -27.1% | +22.6% | -49.7% | -40.5% |
| 5Y | -44.4% | +33.9% | -78.3% | -58.5% |
| All | +25.3% | +215.4% | -190.1% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling