+79.9%
XLI vs GTLB
-49.8%
+129.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.1% |
| 3M | +0.8% | +65.9% | -65.1% | -3.6% |
| 6M | +0.8% | +104.0% | -103.1% | -5.7% |
| YTD | +10.5% | +26.0% | -15.5% | +7.5% |
| 1Y | +14.1% | -3.5% | +17.6% | +13.4% |
| 3Y | +68.6% | -9.6% | +78.2% | +64.4% |
| All | +79.9% | -49.8% | +129.7% | +72.5% |
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 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