+112.2%
XBI vs GDDY
+390.3%
-278.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -4.6% | -3.2% | -1.4% | -3.8% |
| 30D | -2.0% | +6.8% | -8.8% | -4.8% |
| 3M | +17.8% | +30.5% | -12.7% | +4.8% |
| 6M | +23.7% | +13.3% | +10.4% | +14.4% |
| YTD | +28.2% | -21.0% | +49.2% | +34.0% |
| 1Y | +64.0% | -34.0% | +98.0% | +83.1% |
| 3Y | +99.4% | +33.1% | +66.3% | +62.3% |
| 5Y | +19.3% | +30.3% | -11.0% | -2.9% |
| 10Y | +158.7% | +205.5% | -46.8% | +64.1% |
| All | +112.2% | +390.3% | -278.1% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling