+786.3%
GS vs XBI
+893.9%
-107.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +1.7% | +0.8% | +0.8% | +1.1% |
| 3M | -11.6% | -1.9% | -9.7% | -11.2% |
| 6M | -1.9% | +15.2% | -17.1% | -9.9% |
| YTD | +5.1% | +27.3% | -22.2% | -9.0% |
| 1Y | +16.4% | +41.5% | -25.0% | -4.8% |
| 3Y | +199.0% | +133.1% | +65.9% | +83.2% |
| 5Y | +157.4% | +23.7% | +133.8% | +109.0% |
| 10Y | +457.2% | +139.0% | +318.2% | +169.8% |
| All | +786.3% | +893.9% | -107.6% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling