+137.1%
GLD vs XBI
+18.4%
+118.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -3.4% | -4.6% | +1.2% | -3.0% |
| 30D | -1.1% | -0.8% | -0.4% | -1.1% |
| 3M | +5.8% | +21.8% | -16.0% | +4.3% |
| 6M | -17.1% | +23.2% | -40.2% | -18.3% |
| YTD | 0.0% | +28.7% | -28.7% | -1.8% |
| 1Y | +18.2% | +67.8% | -49.5% | +14.8% |
| 3Y | +122.6% | +100.6% | +21.9% | +114.6% |
| 5Y | +137.1% | +19.8% | +117.3% | +124.5% |
| All | +137.1% | +18.4% | +118.7% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling