+68.5%
XLI vs GTLB
-10.3%
+78.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -2.3% | -4.1% | +1.8% | -2.0% |
| 30D | -8.2% | +12.3% | -20.5% | -9.0% |
| 3M | +0.8% | +65.9% | -65.1% | -3.4% |
| 6M | +0.8% | +104.0% | -103.1% | -5.5% |
| YTD | +10.5% | +26.0% | -15.5% | +8.5% |
| 1Y | +14.1% | -3.5% | +17.6% | +15.1% |
| All | +68.5% | -10.3% | +78.9% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling