+833.1%
GLW vs XBI
+161.4%
+671.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.5% |
| 7D | +11.7% | -4.6% | +16.3% | +14.0% |
| 30D | +2.7% | -0.8% | +3.5% | +2.7% |
| 3M | -2.8% | +21.8% | -24.6% | -10.8% |
| 6M | +20.2% | +23.2% | -3.0% | +9.8% |
| YTD | +87.3% | +28.7% | +58.5% | +67.9% |
| 1Y | +119.6% | +67.8% | +51.8% | +75.9% |
| 3Y | +453.7% | +100.6% | +353.0% | +303.9% |
| 5Y | +376.1% | +19.8% | +356.3% | +318.5% |
| All | +833.1% | +161.4% | +671.6% | +477.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling