+545.2%
XBI vs GWRE
+741.3%
-196.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +17.8% | +18.9% | -1.1% | +6.8% |
| 6M | +23.7% | -11.0% | +34.7% | +21.3% |
| YTD | +28.2% | -29.9% | +58.1% | +35.9% |
| 1Y | +64.0% | -44.3% | +108.3% | +89.5% |
| 3Y | +99.4% | +51.7% | +47.7% | +43.7% |
| 5Y | +19.3% | +15.4% | +3.9% | -6.3% |
| 10Y | +158.7% | +129.4% | +29.3% | +51.0% |
| All | +545.2% | +741.3% | -196.1% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling