+84.0%
XLI vs GTLB
-50.0%
+134.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.1% |
| 7D | +1.0% | +4.6% | -3.6% | +0.6% |
| 30D | -5.8% | +21.0% | -26.8% | -7.4% |
| 3M | +0.7% | +51.7% | -51.0% | -2.9% |
| 6M | +3.2% | +89.3% | -86.1% | -2.9% |
| YTD | +13.0% | +25.6% | -12.6% | +10.0% |
| 1Y | +16.8% | -1.5% | +18.3% | +15.8% |
| 3Y | +72.4% | -9.9% | +82.3% | +68.2% |
| All | +84.0% | -50.0% | +134.0% | +76.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling