+149.7%
XBI vs GPN
+28.5%
+121.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -4.3% | -0.3% | -3.0% |
| 30D | -2.0% | 0.0% | -2.0% | -2.3% |
| 3M | +17.8% | +35.8% | -18.0% | +3.1% |
| 6M | +23.7% | +22.0% | +1.7% | +12.2% |
| YTD | +28.2% | +15.2% | +13.0% | +17.6% |
| 1Y | +64.0% | +3.5% | +60.5% | +56.4% |
| 3Y | +99.4% | -26.9% | +126.3% | +113.3% |
| 5Y | +19.3% | -44.2% | +63.5% | +39.5% |
| All | +149.7% | +28.5% | +121.2% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling