+722.8%
GLD vs XPO
+13,426.6%
-12,703.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.1% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | -4.4% | +4.7% | -9.1% | -4.4% |
| 3M | -8.9% | -7.1% | -1.8% | -8.9% |
| 6M | -16.0% | -6.3% | -9.7% | -16.0% |
| YTD | -7.9% | +39.1% | -46.9% | -7.7% |
| 1Y | -3.9% | +36.7% | -40.6% | -3.7% |
| 3Y | +103.4% | +127.4% | -24.0% | +104.7% |
| 5Y | +109.7% | +315.0% | -205.3% | +112.0% |
| 10Y | +211.8% | +1,263.5% | -1,051.6% | +220.7% |
| All | +722.8% | +13,426.6% | -12,703.7% | +744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling