+103.2%
GLD vs XPO
+122.0%
-18.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +4.7% | -6.7% | +11.4% | +4.9% |
| 30D | -0.9% | -1.9% | +1.0% | -0.9% |
| 3M | -4.4% | -9.9% | +5.5% | -4.1% |
| 6M | -13.6% | -16.4% | +2.8% | -13.1% |
| YTD | -6.0% | +30.2% | -36.2% | -6.0% |
| 1Y | +1.8% | +29.9% | -28.1% | +1.8% |
| 3Y | +103.2% | +122.6% | -19.5% | +97.5% |
| All | +103.2% | +122.0% | -18.8% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling