+881.3%
GLW vs XBI
+950.0%
-68.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | +3.8% | +0.9% | +2.9% | +3.3% |
| 30D | -1.3% | +7.1% | -8.4% | -4.9% |
| 3M | -21.8% | +22.9% | -44.7% | -29.2% |
| 6M | +6.9% | +29.7% | -22.8% | -5.7% |
| YTD | +77.2% | +34.5% | +42.7% | +53.3% |
| 1Y | +123.2% | +76.1% | +47.2% | +69.4% |
| 3Y | +400.0% | +103.2% | +296.8% | +245.7% |
| 5Y | +342.8% | +22.8% | +320.0% | +272.1% |
| 10Y | +771.4% | +176.3% | +595.1% | +336.7% |
| All | +881.3% | +950.0% | -68.7% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling