+69.9%
XLI vs GTLB
-62.5%
+132.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.5% |
| 7D | +3.8% | -0.7% | +4.5% | +3.8% |
| 30D | +1.0% | -10.2% | +11.3% | +1.8% |
| 3M | -8.9% | +10.1% | -19.0% | -9.8% |
| 6M | -2.3% | +116.5% | -118.7% | -8.9% |
| YTD | +9.7% | +27.2% | -17.5% | +6.5% |
| 1Y | +12.3% | +8.6% | +3.8% | +10.5% |
| 3Y | +71.5% | +5.6% | +65.9% | +65.1% |
| All | +69.9% | -62.5% | +132.4% | +61.6% |
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