+526.7%
GLD vs XBI
+865.0%
-338.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | -5.5% | +2.6% | -8.0% | -5.6% |
| 3M | -10.9% | -4.0% | -6.9% | -10.8% |
| 6M | -17.4% | +10.9% | -28.4% | -17.7% |
| YTD | -10.3% | +23.6% | -33.9% | -10.9% |
| 1Y | -7.2% | +35.1% | -42.3% | -7.9% |
| 3Y | +96.9% | +125.2% | -28.3% | +93.4% |
| 5Y | +103.8% | +19.7% | +84.0% | +101.5% |
| 10Y | +203.5% | +130.6% | +73.0% | +199.0% |
| All | +526.7% | +865.0% | -338.3% | +442.4% |
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