+438.8%
GS vs XBI
+129.6%
+309.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +5.9% | -1.1% | +7.0% | +6.4% |
| 30D | +4.3% | +2.6% | +1.7% | +3.2% |
| 3M | -11.7% | -4.0% | -7.6% | -10.5% |
| 6M | -3.2% | +10.9% | -14.1% | -8.0% |
| YTD | +5.8% | +23.6% | -17.8% | -4.3% |
| 1Y | +16.0% | +35.1% | -19.1% | +1.0% |
| 3Y | +199.8% | +125.2% | +74.6% | +108.1% |
| 5Y | +155.5% | +19.7% | +135.8% | +123.0% |
| All | +438.8% | +129.6% | +309.3% | +231.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling