-16.5%
XHB vs GFI
+26.4%
-42.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -4.6% | -4.9% | +0.2% | -4.0% |
| 30D | -9.1% | +10.7% | -19.9% | -10.4% |
| 3M | -8.6% | +25.6% | -34.2% | -11.7% |
| 6M | -4.0% | -8.3% | +4.2% | -4.9% |
| YTD | -3.9% | +6.3% | -10.2% | -5.0% |
| 1Y | -16.5% | +22.1% | -38.5% | -19.3% |
| All | -16.5% | +26.4% | -42.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling