+124.0%
GLD vs XBI
+106.3%
+17.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | +0.3% | +2.9% | -2.6% | -0.1% |
| 3M | +0.6% | +26.2% | -25.6% | -2.6% |
| 6M | -15.6% | +30.7% | -46.3% | -18.6% |
| YTD | +0.9% | +32.9% | -32.1% | -2.9% |
| 1Y | +19.4% | +72.3% | -52.9% | +12.8% |
| All | +124.0% | +106.3% | +17.8% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 3y: compounded portfolio wealth divided by compounded XBI 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…
3y analysis · Full analysis span regression · 6 months rolling