+205.6%
GLD vs XPO
+1,236.5%
-1,030.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -5.5% | +6.9% | -12.3% | -5.5% |
| 30D | -7.0% | +4.1% | -11.1% | -7.1% |
| 3M | -12.4% | -9.7% | -2.6% | -12.3% |
| 6M | -18.0% | -3.8% | -14.2% | -18.0% |
| YTD | -10.5% | +38.8% | -49.2% | -10.4% |
| 1Y | -8.1% | +34.2% | -42.3% | -8.0% |
| 3Y | +97.7% | +126.9% | -29.2% | +97.7% |
| 5Y | +103.4% | +297.5% | -194.1% | +103.0% |
| All | +205.6% | +1,236.5% | -1,030.8% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling