+149.7%
XBI vs GWRE
+131.0%
+18.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.6% | -13.2% | +8.6% | -0.2% |
| 30D | -2.0% | -18.6% | +16.6% | +3.0% |
| 3M | +17.8% | +18.9% | -1.1% | +6.5% |
| 6M | +23.7% | -11.0% | +34.7% | +21.3% |
| YTD | +28.2% | -29.9% | +58.1% | +36.7% |
| 1Y | +64.0% | -44.3% | +108.3% | +92.1% |
| 3Y | +99.4% | +51.7% | +47.7% | +36.3% |
| 5Y | +19.3% | +15.4% | +3.9% | -9.7% |
| All | +149.7% | +131.0% | +18.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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