+213.3%
GLD vs XHB
+204.2%
+9.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +0.3% | -9.1% | +9.4% | +1.0% |
| 3M | +0.6% | -2.3% | +2.9% | +0.7% |
| 6M | -15.6% | -4.1% | -11.5% | -15.4% |
| YTD | +0.9% | -1.7% | +2.6% | +0.9% |
| 1Y | +19.4% | -15.1% | +34.5% | +20.3% |
| 3Y | +124.5% | +26.8% | +97.6% | +120.6% |
| 5Y | +138.9% | +37.3% | +101.6% | +132.4% |
| 10Y | +213.3% | +205.7% | +7.6% | +199.7% |
| All | +213.3% | +204.2% | +9.1% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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