+7.8%
XLP vs GTLB
+14.4%
-6.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -1.0% | +11.1% | -12.1% | -0.6% |
| 30D | -0.9% | +37.8% | -38.7% | +0.5% |
| 3M | +3.8% | +61.6% | -57.8% | +6.0% |
| 6M | -1.7% | +98.9% | -100.7% | +1.9% |
| YTD | +10.3% | +32.8% | -22.5% | +12.2% |
| 1Y | +7.8% | +14.7% | -6.9% | +8.7% |
| All | +7.8% | +14.4% | -6.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling