+185.8%
GS vs XBI
+113.4%
+72.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.5% |
| 7D | -3.2% | -2.4% | -0.8% | -2.1% |
| 30D | -2.4% | +1.3% | -3.7% | -3.0% |
| 3M | -15.7% | -1.5% | -14.3% | -15.6% |
| 6M | -6.8% | +10.7% | -17.4% | -12.1% |
| YTD | -0.1% | +25.0% | -25.0% | -11.5% |
| 1Y | +12.1% | +39.9% | -27.8% | -6.1% |
| 3Y | +185.8% | +119.2% | +66.6% | +91.8% |
| All | +185.8% | +113.4% | +72.4% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling