+149.4%
XBI vs GD
+185.2%
-35.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.1% |
| 7D | +3.2% | -3.0% | +6.2% | +4.6% |
| 30D | +2.0% | +9.3% | -7.3% | -2.0% |
| 3M | -0.3% | -7.2% | +6.9% | +2.7% |
| 6M | +16.6% | +5.5% | +11.1% | +13.1% |
| YTD | +28.8% | +9.5% | +19.3% | +22.0% |
| 1Y | +44.6% | +6.4% | +38.2% | +38.8% |
| 3Y | +137.1% | +59.8% | +77.3% | +85.8% |
| 5Y | +22.8% | +98.0% | -75.2% | -14.5% |
| 10Y | +149.4% | +177.4% | -27.9% | +41.7% |
| All | +149.4% | +185.2% | -35.7% | +41.7% |
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