+149.7%
XBI vs GDDY
+207.2%
-57.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.1% |
| 7D | -4.6% | -3.2% | -1.4% | -3.7% |
| 30D | -2.0% | +6.8% | -8.8% | -5.2% |
| 3M | +17.8% | +30.5% | -12.7% | +3.2% |
| 6M | +23.7% | +13.3% | +10.4% | +13.2% |
| YTD | +28.2% | -21.0% | +49.2% | +35.0% |
| 1Y | +64.0% | -34.0% | +98.0% | +86.3% |
| 3Y | +99.4% | +33.1% | +66.3% | +54.7% |
| 5Y | +19.3% | +30.3% | -11.0% | -7.8% |
| All | +149.7% | +207.2% | -57.5% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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