+19.9%
XBI vs GFI
+538.3%
-518.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | +17.8% | +28.5% | -10.7% | +14.3% |
| 6M | +23.7% | -6.2% | +29.9% | +23.5% |
| YTD | +28.2% | +8.7% | +19.5% | +25.8% |
| 1Y | +64.0% | +24.8% | +39.1% | +58.2% |
| 3Y | +99.4% | +298.0% | -198.6% | +66.8% |
| All | +19.9% | +538.3% | -518.3% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling