+160.0%
GS vs XHB
+33.4%
+126.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.1% | -4.1% | +4.0% | +2.2% |
| 30D | +3.7% | +9.6% | -5.9% | -1.5% |
| 3M | -10.0% | -6.0% | -4.0% | -7.1% |
| 6M | -1.0% | +2.2% | -3.2% | -2.9% |
| YTD | +7.0% | +1.1% | +5.8% | +5.0% |
| 1Y | +16.6% | -1.7% | +18.4% | +16.1% |
| 3Y | +204.4% | +36.5% | +167.9% | +145.3% |
| 5Y | +160.0% | +33.5% | +126.6% | +105.2% |
| All | +160.0% | +33.4% | +126.6% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling