+96.9%
GLD vs XBI
+128.3%
-31.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.4% |
| 30D | -5.5% | +2.6% | -8.0% | -5.9% |
| 3M | -10.9% | -4.0% | -6.9% | -10.4% |
| 6M | -17.4% | +10.9% | -28.4% | -18.8% |
| YTD | -10.3% | +23.6% | -33.9% | -13.0% |
| 1Y | -7.2% | +35.1% | -42.3% | -10.7% |
| 3Y | +96.9% | +125.2% | -28.3% | +80.9% |
| All | +96.9% | +128.3% | -31.4% | +80.9% |
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