+29.5%
XLB vs GTLB
+6.1%
+23.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +3.9% | -9.7% | +13.6% | +3.7% |
| 30D | +8.9% | +1.7% | +7.2% | +8.9% |
| 3M | +4.1% | +43.6% | -39.4% | +5.1% |
| 6M | +7.3% | +113.0% | -105.7% | +10.0% |
| YTD | +20.4% | +39.5% | -19.2% | +23.7% |
| 1Y | +29.5% | +12.6% | +16.9% | +33.0% |
| All | +29.5% | +6.1% | +23.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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