-12.1%
GTLB vs XHB
+24.0%
-36.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -6.6% | -1.9% | -4.7% | -5.6% |
| 30D | +13.7% | -8.3% | +22.1% | +18.7% |
| 3M | +52.9% | -7.1% | +60.0% | +57.7% |
| 6M | +88.5% | -5.3% | +93.7% | +89.9% |
| YTD | +23.4% | -3.2% | +26.6% | +21.0% |
| 1Y | -3.8% | -13.9% | +10.0% | +2.1% |
| All | -12.1% | +24.0% | -36.2% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling