+138.9%
GLD vs XPO
+271.9%
-133.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.7% |
| 7D | +0.7% | +2.7% | -1.9% | +0.7% |
| 30D | +0.3% | -6.2% | +6.5% | +0.4% |
| 3M | +0.6% | -15.4% | +16.0% | +0.9% |
| 6M | -15.6% | +0.7% | -16.3% | -15.6% |
| YTD | +0.9% | +39.8% | -39.0% | +0.6% |
| 1Y | +19.4% | +43.3% | -23.9% | +19.1% |
| 3Y | +124.5% | +166.0% | -41.6% | +121.9% |
| 5Y | +138.9% | +274.2% | -135.2% | +129.6% |
| All | +138.9% | +271.9% | -133.0% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling