+26.3%
XLY vs GTLB
-50.1%
+76.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -1.7% | -5.7% | +4.0% | -0.8% |
| 30D | -4.2% | +15.1% | -19.3% | -6.6% |
| 3M | -2.7% | +65.5% | -68.1% | -10.8% |
| 6M | -0.6% | +102.9% | -103.5% | -12.9% |
| YTD | -5.0% | +25.2% | -30.2% | -10.3% |
| 1Y | -4.1% | -5.5% | +1.4% | -5.5% |
| 3Y | +33.6% | -10.9% | +44.5% | +26.9% |
| All | +26.3% | -50.1% | +76.4% | +13.9% |
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