+48.5%
XLU vs GTLB
-50.1%
+98.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -1.6% | -5.7% | +4.1% | -1.5% |
| 30D | -3.3% | +15.1% | -18.5% | -3.6% |
| 3M | -3.2% | +65.5% | -68.6% | -4.3% |
| 6M | -7.0% | +102.9% | -109.8% | -8.7% |
| YTD | +0.6% | +25.2% | -24.6% | 0.0% |
| 1Y | +2.4% | -5.5% | +8.0% | +2.6% |
| 3Y | +46.3% | -10.9% | +57.1% | +45.2% |
| All | +48.5% | -50.1% | +98.6% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling