+37.3%
XHB vs GPC
+29.0%
+8.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -0.8% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -9.1% | -0.4% | -8.7% | -8.9% |
| 3M | -2.3% | +39.2% | -41.5% | -19.9% |
| 6M | -4.1% | +18.2% | -22.3% | -13.8% |
| YTD | -1.7% | +12.1% | -13.8% | -10.4% |
| 1Y | -15.1% | -0.7% | -14.4% | -16.8% |
| 3Y | +26.8% | -1.7% | +28.5% | +19.8% |
| 5Y | +37.3% | +29.3% | +8.1% | +0.9% |
| All | +37.3% | +29.0% | +8.3% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling