+37.5%
XLB vs GTLB
-49.4%
+86.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +0.5% | -0.7% | +1.3% | +0.6% |
| 30D | +5.2% | -10.2% | +15.4% | +6.0% |
| 3M | +0.3% | +10.1% | -9.8% | -0.7% |
| 6M | +1.2% | +116.5% | -115.3% | -5.7% |
| YTD | +16.6% | +27.2% | -10.5% | +13.2% |
| 1Y | +21.4% | +8.6% | +12.9% | +19.4% |
| 3Y | +43.2% | +5.6% | +37.6% | +37.4% |
| 5Y | +28.0% | -61.8% | +89.9% | +20.5% |
| All | +37.5% | -49.4% | +86.9% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling