-7.0%
XLU vs GTLB
+100.6%
-107.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.4% |
| 7D | -1.6% | -5.7% | +4.1% | -2.0% |
| 30D | -3.3% | +15.1% | -18.5% | -2.3% |
| 3M | -3.2% | +65.5% | -68.6% | +0.8% |
| 6M | -7.0% | +102.9% | -109.8% | -1.0% |
| All | -7.0% | +100.6% | -107.6% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling