+149.7%
XBI vs GFI
+1,093.3%
-943.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -4.6% | -2.7% | -2.0% | -4.4% |
| 30D | -2.0% | +13.2% | -15.2% | -2.9% |
| 3M | +17.8% | +28.5% | -10.7% | +15.3% |
| 6M | +23.7% | -6.2% | +29.9% | +23.6% |
| YTD | +28.2% | +8.7% | +19.5% | +26.5% |
| 1Y | +64.0% | +24.8% | +39.1% | +59.9% |
| 3Y | +99.4% | +298.0% | -198.6% | +77.3% |
| 5Y | +19.3% | +546.0% | -526.7% | +1.8% |
| All | +149.7% | +1,093.3% | -943.6% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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