+290.7%
GPN vs XHB
+167.3%
+123.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +3.8% | -9.1% | +12.9% | +8.9% |
| 3M | +39.2% | -2.3% | +41.5% | +40.4% |
| 6M | +17.9% | -4.1% | +22.0% | +19.7% |
| YTD | +16.4% | -1.7% | +18.1% | +16.2% |
| 1Y | +3.6% | -15.1% | +18.7% | +11.5% |
| 3Y | -26.7% | +26.8% | -53.5% | -36.3% |
| 5Y | -44.8% | +37.3% | -82.1% | -54.3% |
| 10Y | +24.1% | +205.7% | -181.5% | -30.2% |
| All | +290.7% | +167.3% | +123.5% | +70.2% |
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