-2.1%
XLC vs GTLB
-3.8%
+1.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -1.4% | -6.6% | +5.2% | -1.1% |
| 30D | -0.9% | +13.7% | -14.6% | -1.6% |
| 3M | -0.3% | +52.9% | -53.2% | -2.6% |
| 6M | -5.2% | +88.5% | -93.7% | -8.1% |
| YTD | -5.3% | +23.4% | -28.8% | -6.6% |
| All | -2.1% | -3.8% | +1.7% | -1.2% |
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 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