+44.7%
XLC vs GTLB
-50.8%
+95.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -1.4% | -6.6% | +5.2% | -0.6% |
| 30D | -0.9% | +13.7% | -14.6% | -2.6% |
| 3M | -0.3% | +52.9% | -53.2% | -5.8% |
| 6M | -5.2% | +88.5% | -93.7% | -13.3% |
| YTD | -5.3% | +23.4% | -28.8% | -9.1% |
| 1Y | -2.8% | -3.8% | +1.0% | -4.1% |
| 3Y | +71.2% | -11.5% | +82.7% | +64.2% |
| All | +44.7% | -50.8% | +95.5% | +33.9% |
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 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