+37.4%
XLB vs GTLB
-47.1%
+84.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.4% | +11.1% | -12.4% | -2.3% |
| 30D | -0.4% | +37.8% | -38.2% | -3.1% |
| 3M | +2.0% | +61.6% | -59.6% | -2.2% |
| 6M | +1.8% | +98.9% | -97.1% | -4.6% |
| YTD | +16.6% | +32.8% | -16.2% | +12.9% |
| 1Y | +16.9% | +14.7% | +2.3% | +14.3% |
| 3Y | +32.6% | +1.3% | +31.2% | +27.7% |
| All | +37.4% | -47.1% | +84.6% | +28.8% |
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