-7.2%
GLD vs XHB
-2.2%
-5.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -5.5% | +9.9% | -15.4% | -7.9% |
| 3M | -10.9% | -6.3% | -4.6% | -9.5% |
| 6M | -17.4% | +3.8% | -21.3% | -18.9% |
| YTD | -10.3% | +0.1% | -10.4% | -10.6% |
| 1Y | -7.2% | -0.8% | -6.4% | -7.4% |
| All | -7.2% | -2.2% | -5.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling