+19.9%
XBI vs GM
+78.3%
-58.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -4.6% | -2.4% | -2.2% | -3.9% |
| 30D | -2.0% | -1.1% | -0.9% | -1.7% |
| 3M | +17.8% | +6.1% | +11.7% | +14.8% |
| 6M | +23.7% | +15.0% | +8.8% | +17.1% |
| YTD | +28.2% | +6.0% | +22.2% | +24.2% |
| 1Y | +64.0% | +47.1% | +16.9% | +40.5% |
| 3Y | +99.4% | +170.5% | -71.1% | +27.8% |
| All | +19.9% | +78.3% | -58.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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