+125.0%
XBI vs GD
+165.4%
-40.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -2.8% |
| 7D | +1.9% | +1.9% | 0.0% | +1.1% |
| 30D | +3.0% | +9.2% | -6.2% | -1.0% |
| 3M | -5.1% | -7.5% | +2.3% | -2.1% |
| 6M | +12.2% | +5.8% | +6.4% | +8.7% |
| YTD | +24.1% | +9.8% | +14.3% | +17.4% |
| 1Y | +33.1% | +5.8% | +27.3% | +28.1% |
| 3Y | +127.3% | +58.0% | +69.2% | +79.2% |
| 5Y | +20.2% | +100.4% | -80.2% | -16.7% |
| All | +125.0% | +165.4% | -40.4% | +35.1% |
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