+911.3%
GS vs XHB
+173.9%
+737.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | +0.9% | -1.3% | +2.2% | +1.8% |
| 30D | -1.6% | -6.9% | +5.3% | +3.2% |
| 3M | -4.5% | -1.3% | -3.2% | -4.4% |
| 6M | +20.9% | -6.8% | +27.7% | +25.6% |
| YTD | +19.9% | +0.7% | +19.2% | +17.6% |
| 1Y | +41.4% | -11.2% | +52.7% | +50.1% |
| 3Y | +239.2% | +25.3% | +213.8% | +175.8% |
| 5Y | +185.0% | +37.3% | +147.7% | +110.5% |
| 10Y | +655.0% | +211.5% | +443.4% | +200.6% |
| All | +911.3% | +173.9% | +737.4% | +213.9% |
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