+458.9%
GS vs XHB
+241.7%
+217.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.1% | -4.1% | +4.0% | +2.6% |
| 30D | +3.7% | +9.6% | -5.9% | -2.4% |
| 3M | -10.0% | -6.0% | -4.0% | -6.7% |
| 6M | -1.0% | +2.2% | -3.2% | -3.4% |
| YTD | +7.0% | +1.1% | +5.8% | +4.4% |
| 1Y | +16.6% | -1.7% | +18.4% | +15.7% |
| 3Y | +204.4% | +36.5% | +167.9% | +134.1% |
| 5Y | +160.0% | +33.5% | +126.6% | +98.0% |
| 10Y | +458.9% | +240.9% | +217.9% | +104.6% |
| All | +458.9% | +241.7% | +217.1% | +104.6% |
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