+816.6%
GLD vs XPO
+13,720.0%
-12,903.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -0.8% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | +4.4% | -3.5% | +7.9% | +4.4% |
| 3M | -1.1% | -11.9% | +10.8% | -1.1% |
| 6M | -13.8% | -10.0% | -3.8% | -13.8% |
| YTD | +2.6% | +42.1% | -39.4% | +2.9% |
| 1Y | +24.5% | +47.6% | -23.1% | +24.8% |
| 3Y | +125.8% | +153.6% | -27.7% | +127.4% |
| 5Y | +137.8% | +266.5% | -128.7% | +140.2% |
| 10Y | +221.4% | +1,460.4% | -1,239.1% | +230.9% |
| All | +816.6% | +13,720.0% | -12,903.4% | +840.5% |
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 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