+486.7%
GS vs XHB
+252.6%
+234.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.6% |
| 7D | -3.2% | +1.3% | -4.5% | -4.0% |
| 30D | -2.4% | +7.8% | -10.2% | -7.2% |
| 3M | -15.7% | -5.5% | -10.3% | -13.0% |
| 6M | -6.8% | -2.6% | -4.2% | -6.2% |
| YTD | -0.1% | +0.4% | -0.4% | -2.0% |
| 1Y | +12.1% | -1.0% | +13.1% | +10.7% |
| 3Y | +185.8% | +37.3% | +148.5% | +118.6% |
| 5Y | +140.1% | +33.7% | +106.4% | +82.2% |
| All | +486.7% | +252.6% | +234.1% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling