+650.5%
GS vs XBI
+158.9%
+491.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.1% |
| 7D | +2.4% | -3.6% | +6.0% | +4.0% |
| 30D | -0.1% | +0.9% | -0.9% | -0.6% |
| 3M | +0.2% | +21.4% | -21.3% | -8.1% |
| 6M | +24.8% | +25.5% | -0.7% | +12.7% |
| YTD | +18.8% | +30.8% | -12.1% | +5.1% |
| 1Y | +37.3% | +68.6% | -31.3% | +9.0% |
| 3Y | +237.9% | +103.9% | +134.0% | +144.1% |
| 5Y | +187.0% | +20.8% | +166.3% | +150.1% |
| 10Y | +650.5% | +164.0% | +486.5% | +323.4% |
| All | +650.5% | +158.9% | +491.6% | +323.4% |
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 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