+23.7%
XBI vs GTLB
-50.1%
+73.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -3.7% |
| 30D | -2.0% | +15.1% | -17.1% | -4.7% |
| 3M | +17.8% | +65.5% | -47.7% | +6.8% |
| 6M | +23.7% | +102.9% | -79.2% | +6.7% |
| YTD | +28.2% | +25.2% | +3.0% | +20.4% |
| 1Y | +64.0% | -5.5% | +69.5% | +61.1% |
| 3Y | +99.4% | -10.9% | +110.3% | +87.2% |
| All | +23.7% | -50.1% | +73.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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