+617.2%
GLD vs XBI
+950.0%
-332.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +0.9% | -1.4% | -0.5% |
| 30D | +4.4% | +7.1% | -2.7% | +4.2% |
| 3M | -1.1% | +22.9% | -24.0% | -1.7% |
| 6M | -13.8% | +29.7% | -43.5% | -14.5% |
| YTD | +2.6% | +34.5% | -31.8% | +1.8% |
| 1Y | +24.5% | +76.1% | -51.5% | +22.7% |
| 3Y | +125.8% | +103.2% | +22.7% | +121.8% |
| 5Y | +137.8% | +22.8% | +114.9% | +134.7% |
| 10Y | +221.4% | +176.3% | +45.1% | +215.7% |
| All | +617.2% | +950.0% | -332.8% | +519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling