+42.4%
XLC vs GTLB
-49.4%
+91.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +3.7% | -0.7% | +4.5% | +3.8% |
| 30D | -1.9% | -10.2% | +8.3% | -0.7% |
| 3M | -3.1% | +10.1% | -13.2% | -4.6% |
| 6M | -6.4% | +116.5% | -122.8% | -15.6% |
| YTD | -6.8% | +27.2% | -34.0% | -11.0% |
| 1Y | -1.7% | +8.6% | -10.2% | -4.4% |
| 3Y | +64.7% | +5.6% | +59.1% | +54.2% |
| 5Y | +41.1% | -61.8% | +102.9% | +29.7% |
| All | +42.4% | -49.4% | +91.7% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling