+911.3%
GS vs XBI
+950.0%
-38.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | +0.9% | +0.1% | +0.4% |
| 30D | -1.6% | +7.1% | -8.6% | -5.4% |
| 3M | -4.5% | +22.9% | -27.4% | -14.8% |
| 6M | +20.9% | +29.7% | -8.8% | +4.4% |
| YTD | +19.9% | +34.5% | -14.6% | +1.2% |
| 1Y | +41.4% | +76.1% | -34.6% | +3.1% |
| 3Y | +239.2% | +103.2% | +136.0% | +123.8% |
| 5Y | +185.0% | +22.8% | +162.2% | +133.2% |
| 10Y | +655.0% | +176.3% | +478.7% | +233.5% |
| All | +911.3% | +950.0% | -38.7% | -0.8% |
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