+75.1%
XBI vs GH
+486.6%
-411.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | +0.9% | -2.6% | +3.5% | +1.4% |
| 3M | +21.4% | +25.1% | -3.7% | +13.9% |
| 6M | +25.5% | +78.5% | -53.0% | +6.9% |
| YTD | +30.8% | +59.4% | -28.5% | +14.0% |
| 1Y | +68.6% | +173.9% | -105.3% | +26.1% |
| 3Y | +103.9% | +382.7% | -278.8% | +20.4% |
| 5Y | +20.8% | +24.4% | -3.6% | -8.1% |
| All | +75.1% | +486.6% | -411.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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