+569.1%
GLD vs XHB
+182.7%
+386.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.8% |
| 7D | +4.9% | +1.3% | +3.6% | +4.9% |
| 30D | -1.3% | +11.8% | -13.1% | -1.6% |
| 3M | -4.8% | -3.8% | -0.9% | -4.7% |
| 6M | -12.5% | +4.1% | -16.6% | -12.6% |
| YTD | -4.2% | +4.0% | -8.2% | -4.4% |
| 1Y | +3.0% | +1.6% | +1.5% | +3.0% |
| 3Y | +109.1% | +43.2% | +66.0% | +107.9% |
| 5Y | +121.6% | +35.8% | +85.7% | +120.0% |
| 10Y | +212.2% | +259.3% | -47.1% | +209.0% |
| All | +569.1% | +182.7% | +386.5% | +599.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling