+84.9%
XLI vs GTLB
-47.1%
+132.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | -1.1% | +11.1% | -12.1% | -1.9% |
| 30D | -5.9% | +37.8% | -43.8% | -8.5% |
| 3M | -0.3% | +61.6% | -61.8% | -4.3% |
| 6M | +0.1% | +98.9% | -98.8% | -6.1% |
| YTD | +13.6% | +32.8% | -19.2% | +10.1% |
| 1Y | +17.2% | +14.7% | +2.5% | +14.7% |
| 3Y | +68.2% | +1.3% | +66.9% | +62.6% |
| All | +84.9% | -47.1% | +132.0% | +76.6% |
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 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