+384.1%
GLW vs XBI
+19.1%
+365.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +7.8% | -4.6% | +12.5% | +9.9% |
| 30D | -0.4% | -2.0% | +1.6% | +0.1% |
| 3M | -5.6% | +17.8% | -23.4% | -11.3% |
| 6M | +26.7% | +23.7% | +3.0% | +16.9% |
| YTD | +91.0% | +28.2% | +62.8% | +74.1% |
| 1Y | +122.4% | +64.0% | +58.4% | +86.1% |
| 3Y | +471.0% | +99.4% | +371.6% | +343.1% |
| All | +384.1% | +19.1% | +365.1% | +304.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling