+64.0%
XBI vs GIS
-24.1%
+88.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -4.6% | -6.4% | +1.7% | -4.9% |
| 30D | -2.0% | -6.1% | +4.1% | -2.3% |
| 3M | +17.8% | +7.8% | +10.0% | +18.2% |
| 6M | +23.7% | -8.8% | +32.5% | +23.9% |
| YTD | +28.2% | -19.1% | +47.4% | +27.8% |
| 1Y | +64.0% | -24.8% | +88.7% | +64.6% |
| All | +64.0% | -24.1% | +88.1% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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