+746.1%
GS vs XHB
+177.0%
+569.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -2.9% | -4.1% |
| 7D | -6.3% | +2.5% | -8.9% | -7.9% |
| 30D | -3.1% | +6.7% | -9.8% | -7.6% |
| 3M | -17.7% | -5.8% | -11.8% | -14.7% |
| 6M | -4.6% | +1.7% | -6.3% | -6.8% |
| YTD | +0.3% | +1.9% | -1.6% | -2.8% |
| 1Y | +11.7% | +0.9% | +10.8% | +8.8% |
| 3Y | +183.6% | +37.6% | +146.0% | +115.8% |
| 5Y | +141.0% | +35.7% | +105.2% | +79.0% |
| 10Y | +507.4% | +262.3% | +245.1% | +117.3% |
| All | +746.1% | +177.0% | +569.1% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling