+159.7%
GILD vs XHB
+215.4%
-55.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -4.8% | -4.6% | -0.2% | -3.7% |
| 30D | +5.8% | -9.1% | +14.9% | +8.2% |
| 3M | +14.9% | -8.6% | +23.5% | +17.1% |
| 6M | -0.4% | -4.0% | +3.7% | +0.1% |
| YTD | +18.5% | -3.9% | +22.5% | +18.8% |
| 1Y | +25.1% | -16.5% | +41.6% | +29.6% |
| 3Y | +105.9% | +22.6% | +83.3% | +90.0% |
| 5Y | +143.0% | +33.9% | +109.0% | +115.0% |
| All | +159.7% | +215.4% | -55.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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