+178.7%
XHB vs GPC
+525.6%
-346.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.1% |
| 7D | -1.3% | +1.2% | -2.5% | -2.2% |
| 30D | -6.9% | +6.0% | -12.8% | -10.9% |
| 3M | -1.3% | +42.6% | -43.9% | -25.6% |
| 6M | -6.8% | +22.8% | -29.6% | -21.6% |
| YTD | +0.7% | +15.5% | -14.7% | -12.8% |
| 1Y | -11.2% | +2.0% | -13.3% | -15.6% |
| 3Y | +25.3% | -1.4% | +26.8% | +15.5% |
| 5Y | +37.3% | +30.6% | +6.7% | -0.7% |
| 10Y | +211.5% | +80.6% | +130.9% | +55.6% |
| All | +178.7% | +525.6% | -346.9% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling