+743.1%
GS vs XHB
+172.9%
+570.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.7% |
| 7D | -3.2% | +1.3% | -4.5% | -4.1% |
| 30D | -2.4% | +7.8% | -10.2% | -7.5% |
| 3M | -15.7% | -5.5% | -10.3% | -12.9% |
| 6M | -6.8% | -2.6% | -4.2% | -6.2% |
| YTD | -0.1% | +0.4% | -0.4% | -2.1% |
| 1Y | +12.1% | -1.0% | +13.1% | +10.5% |
| 3Y | +185.8% | +37.3% | +148.5% | +117.7% |
| 5Y | +140.1% | +33.7% | +106.4% | +80.2% |
| 10Y | +505.2% | +256.9% | +248.4% | +118.7% |
| All | +743.1% | +172.9% | +570.2% | +161.4% |
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