+109.3%
XBI vs GD
+74.3%
+35.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.2% |
| 7D | +0.9% | -5.3% | +6.1% | +2.5% |
| 30D | +7.1% | -6.4% | +13.5% | +9.1% |
| 3M | +22.9% | +5.7% | +17.2% | +20.4% |
| 6M | +29.7% | -0.9% | +30.7% | +29.9% |
| YTD | +34.5% | +8.2% | +26.3% | +30.3% |
| 1Y | +76.1% | +13.4% | +62.6% | +67.7% |
| All | +109.3% | +74.3% | +35.0% | +90.1% |
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 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