+188.9%
GS vs XBI
+21.9%
+167.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +3.4% | -0.9% | +4.3% | +3.7% |
| 30D | +0.2% | +2.9% | -2.7% | -1.1% |
| 3M | -0.3% | +26.2% | -26.5% | -9.1% |
| 6M | +27.4% | +30.7% | -3.4% | +14.5% |
| YTD | +19.6% | +32.9% | -13.3% | +6.7% |
| 1Y | +42.5% | +72.3% | -29.8% | +15.3% |
| 3Y | +240.4% | +107.2% | +133.2% | +155.4% |
| 5Y | +188.9% | +23.2% | +165.7% | +146.9% |
| All | +188.9% | +21.9% | +167.0% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling