+478.5%
GS vs XHB
+271.6%
+206.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +2.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.1% |
| 30D | +1.2% | +11.8% | -10.6% | -5.9% |
| 3M | -12.4% | -3.8% | -8.6% | -10.5% |
| 6M | -2.3% | +4.1% | -6.4% | -5.8% |
| YTD | +4.6% | +4.0% | +0.7% | +0.4% |
| 1Y | +17.5% | +1.6% | +15.9% | +14.2% |
| 3Y | +202.0% | +43.2% | +158.9% | +125.1% |
| 5Y | +152.4% | +35.8% | +116.5% | +90.2% |
| 10Y | +478.5% | +259.3% | +219.3% | +102.5% |
| All | +478.5% | +271.6% | +206.9% | +102.5% |
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