+180.0%
XHB vs GPC
+465.0%
-285.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.1% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +8.9% | -1.8% | +10.7% | +10.1% |
| 3M | -4.2% | -6.6% | +2.4% | +0.5% |
| 6M | +1.4% | +21.3% | -20.0% | -14.2% |
| YTD | +1.2% | +4.3% | -3.1% | -5.8% |
| 1Y | -1.3% | +3.3% | -4.5% | -7.4% |
| 3Y | +36.6% | +0.8% | +35.8% | +23.6% |
| 5Y | +34.3% | +7.4% | +26.9% | +13.1% |
| 10Y | +241.1% | +79.2% | +161.8% | +67.7% |
| All | +180.0% | +465.0% | -285.0% | -59.6% |
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