+118.0%
GLW vs XBI
+67.6%
+50.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.0% |
| 7D | +11.7% | -4.6% | +16.3% | +15.4% |
| 30D | +2.7% | -0.8% | +3.5% | +2.3% |
| 3M | -2.8% | +21.8% | -24.6% | -15.5% |
| 6M | +20.2% | +23.2% | -3.0% | +3.4% |
| YTD | +87.3% | +28.7% | +58.5% | +57.3% |
| All | +118.0% | +67.6% | +50.4% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling