-55.4%
GTLB vs XHB
+40.9%
-96.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.3% |
| 7D | -6.6% | -1.9% | -4.7% | -4.8% |
| 30D | +13.7% | -8.3% | +22.1% | +23.4% |
| 3M | +52.9% | -7.1% | +60.0% | +61.7% |
| 6M | +88.5% | -5.3% | +93.7% | +89.1% |
| YTD | +23.4% | -3.2% | +26.6% | +18.2% |
| 1Y | -3.8% | -13.9% | +10.0% | +3.9% |
| 3Y | -11.5% | +24.9% | -36.4% | -48.0% |
| All | -55.4% | +40.9% | -96.3% | -76.9% |
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