-11.2%
XHB vs GPC
+0.2%
-11.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -6.9% | +5.1% | -12.0% | -8.9% |
| 3M | -1.3% | +41.5% | -42.8% | -16.9% |
| 6M | -6.8% | +21.8% | -28.6% | -16.7% |
| YTD | +0.7% | +14.6% | -13.8% | -14.6% |
| 1Y | -11.2% | +1.3% | -12.5% | -18.0% |
| All | -11.2% | +0.2% | -11.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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