+448.8%
GS vs XHB
+242.0%
+206.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +2.1% |
| 7D | +1.6% | +1.2% | +0.4% | +0.9% |
| 30D | +1.7% | +8.9% | -7.2% | -3.9% |
| 3M | -11.6% | -4.2% | -7.4% | -9.5% |
| 6M | -1.9% | +1.4% | -3.3% | -3.8% |
| YTD | +5.1% | +1.2% | +3.8% | +2.5% |
| 1Y | +16.4% | -1.3% | +17.7% | +15.2% |
| 3Y | +199.0% | +36.6% | +162.4% | +129.8% |
| 5Y | +157.4% | +34.3% | +123.2% | +95.1% |
| All | +448.8% | +242.0% | +206.9% | +100.8% |
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