+125.2%
XBI vs GD
+58.2%
+67.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.1% | +2.7% | -3.7% | -1.9% |
| 30D | +2.6% | +8.6% | -6.0% | -0.1% |
| 3M | -4.0% | -7.1% | +3.0% | -1.8% |
| 6M | +10.9% | +7.5% | +3.5% | +7.7% |
| YTD | +23.6% | +9.9% | +13.7% | +18.4% |
| 1Y | +35.1% | +7.6% | +27.6% | +30.7% |
| 3Y | +125.2% | +56.2% | +69.0% | +81.9% |
| All | +125.2% | +58.2% | +67.0% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling