+31.0%
GLW vs XBI
+28.5%
+2.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.7% |
| 7D | +16.9% | -3.6% | +20.5% | +20.1% |
| 30D | +7.0% | +0.9% | +6.1% | +4.9% |
| 3M | -3.0% | +21.4% | -24.4% | -17.3% |
| 6M | +31.0% | +25.5% | +5.5% | +8.9% |
| All | +31.0% | +28.5% | +2.5% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling