+36.1%
XLB vs GTLB
-50.0%
+86.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.5% |
| 7D | -0.2% | +4.6% | -4.8% | -0.6% |
| 30D | -1.7% | +21.0% | -22.7% | -3.4% |
| 3M | +4.4% | +51.7% | -47.4% | +0.6% |
| 6M | +5.0% | +89.3% | -84.3% | -1.2% |
| YTD | +15.5% | +25.6% | -10.2% | +12.3% |
| 1Y | +14.9% | -1.5% | +16.5% | +13.9% |
| 3Y | +34.5% | -9.9% | +44.5% | +30.9% |
| All | +36.1% | -50.0% | +86.1% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling