+46.2%
XLC vs GTLB
-47.1%
+93.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.3% |
| 7D | -0.8% | +11.1% | -11.9% | -2.2% |
| 30D | +1.0% | +37.8% | -36.8% | -3.1% |
| 3M | -0.7% | +61.6% | -62.3% | -6.8% |
| 6M | -5.1% | +98.9% | -104.1% | -13.8% |
| YTD | -4.3% | +32.8% | -37.1% | -8.9% |
| 1Y | -0.6% | +14.7% | -15.2% | -4.1% |
| 3Y | +72.7% | +1.3% | +71.4% | +62.7% |
| All | +46.2% | -47.1% | +93.4% | +34.1% |
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