+16.0%
GS vs XBI
+33.5%
-17.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.5% |
| 3M | -11.7% | -4.0% | -7.6% | -10.5% |
| 6M | -3.2% | +10.9% | -14.1% | -8.8% |
| YTD | +5.8% | +23.6% | -17.8% | -4.4% |
| 1Y | +16.0% | +35.1% | -19.1% | +1.9% |
| All | +16.0% | +33.5% | -17.5% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling