-54.8%
GTLB vs XHB
+39.8%
-94.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -2.2% |
| 7D | -5.7% | -4.6% | -1.1% | -1.4% |
| 30D | +15.1% | -9.1% | +24.3% | +25.8% |
| 3M | +65.5% | -8.6% | +74.0% | +77.5% |
| 6M | +102.9% | -4.0% | +106.9% | +100.2% |
| YTD | +25.2% | -3.9% | +29.1% | +20.6% |
| 1Y | -5.5% | -16.5% | +10.9% | +5.5% |
| 3Y | -10.9% | +22.6% | -33.5% | -46.4% |
| All | -54.8% | +39.8% | -94.6% | -76.4% |
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