+64.0%
XBI vs GFS
+47.5%
+16.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.7% |
| 7D | -4.6% | +3.8% | -8.5% | -5.2% |
| 30D | -2.0% | -11.7% | +9.7% | -0.3% |
| 3M | +17.8% | -41.8% | +59.6% | +26.3% |
| 6M | +23.7% | +6.6% | +17.1% | +16.6% |
| YTD | +28.2% | +34.6% | -6.4% | +14.1% |
| 1Y | +64.0% | +46.2% | +17.8% | +42.4% |
| All | +64.0% | +47.5% | +16.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling