+23.5%
XHB vs GPC
-1.1%
+24.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | -8.3% | +1.3% | -9.6% | -8.9% |
| 3M | -7.1% | +37.1% | -44.2% | -20.4% |
| 6M | -5.3% | +23.2% | -28.4% | -14.8% |
| YTD | -3.2% | +13.1% | -16.3% | -10.8% |
| 1Y | -13.9% | +0.9% | -14.7% | -16.2% |
| All | +23.5% | -1.1% | +24.6% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling