+161.6%
XHB vs GFI
+246.9%
-85.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -2.1% |
| 7D | -5.2% | -5.1% | -0.1% | -4.8% |
| 30D | -12.1% | +13.4% | -25.6% | -13.2% |
| 3M | -6.2% | +36.2% | -42.5% | -9.1% |
| 6M | -6.7% | -9.8% | +3.1% | -6.4% |
| YTD | -5.5% | +7.7% | -13.1% | -7.0% |
| 1Y | -15.6% | +27.2% | -42.8% | -18.7% |
| 3Y | +22.0% | +300.3% | -278.3% | +3.5% |
| 5Y | +31.8% | +539.8% | -508.0% | +4.5% |
| 10Y | +208.1% | +1,058.5% | -850.4% | +117.6% |
| All | +161.6% | +246.9% | -85.3% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling