+24.5%
GLD vs XPO
+53.4%
-28.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.4% |
| 7D | -0.5% | +2.4% | -2.9% | -0.8% |
| 30D | +4.4% | -3.5% | +7.9% | +4.8% |
| 3M | -1.1% | -11.9% | +10.8% | +0.3% |
| 6M | -13.8% | -10.0% | -3.8% | -13.2% |
| YTD | +2.6% | +42.1% | -39.4% | -1.1% |
| 1Y | +24.5% | +47.6% | -23.1% | +18.3% |
| All | +24.5% | +53.4% | -28.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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