+218.2%
GLD vs XPO
+1,410.5%
-1,192.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +0.9% |
| 7D | +0.1% | -0.9% | +1.1% | +0.1% |
| 30D | +0.2% | -8.1% | +8.3% | +0.3% |
| 3M | +3.2% | -19.0% | +22.3% | +3.3% |
| 6M | -14.6% | -5.2% | -9.5% | -14.6% |
| YTD | +1.8% | +35.6% | -33.8% | +1.9% |
| 1Y | +20.7% | +41.1% | -20.4% | +20.8% |
| 3Y | +126.5% | +157.9% | -31.4% | +126.9% |
| 5Y | +140.0% | +265.6% | -125.6% | +140.0% |
| 10Y | +218.2% | +1,516.8% | -1,298.6% | +241.6% |
| All | +218.2% | +1,410.5% | -1,192.2% | +241.6% |
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