+99.4%
XBI vs GFI
+287.6%
-188.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -4.6% | -4.9% | +0.2% | -4.2% |
| 30D | -2.0% | +10.7% | -12.7% | -3.0% |
| 3M | +17.8% | +25.6% | -7.8% | +14.8% |
| 6M | +23.7% | -8.3% | +32.0% | +23.5% |
| YTD | +28.2% | +6.3% | +21.9% | +26.5% |
| 1Y | +64.0% | +22.1% | +41.9% | +59.8% |
| 3Y | +99.4% | +289.2% | -189.8% | +69.5% |
| All | +99.4% | +287.6% | -188.2% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling