+164.0%
XBI vs GD
+188.9%
-24.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -3.6% | -3.1% | -0.5% | -2.2% |
| 30D | +0.9% | -10.9% | +11.8% | +6.2% |
| 3M | +21.4% | +2.5% | +19.0% | +19.6% |
| 6M | +25.5% | -1.7% | +27.2% | +25.7% |
| YTD | +30.8% | +6.1% | +24.7% | +25.8% |
| 1Y | +68.6% | +11.7% | +56.9% | +58.0% |
| 3Y | +103.9% | +71.8% | +32.1% | +52.5% |
| 5Y | +20.8% | +92.2% | -71.4% | -15.7% |
| 10Y | +164.0% | +192.2% | -28.2% | +14.6% |
| All | +164.0% | +188.9% | -24.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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