+478.1%
GLW vs XBI
+103.0%
+375.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | +16.9% | -3.6% | +20.5% | +19.1% |
| 30D | +7.0% | +0.9% | +6.1% | +6.0% |
| 3M | -3.0% | +21.4% | -24.4% | -12.1% |
| 6M | +31.0% | +25.5% | +5.5% | +16.7% |
| YTD | +93.4% | +30.8% | +62.6% | +69.1% |
| 1Y | +134.7% | +68.6% | +66.2% | +83.6% |
| All | +478.1% | +103.0% | +375.0% | +294.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling