+2.8%
GLD vs XYL
-30.7%
+33.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.3% | +3.2% |
| 7D | -0.3% | +14.5% | -14.8% | -1.3% |
| 30D | -1.9% | -1.3% | -0.5% | -2.2% |
| 3M | -0.4% | -17.0% | +16.5% | +1.3% |
| 6M | -10.2% | -11.3% | +1.1% | -10.0% |
| YTD | -6.0% | -25.0% | +19.0% | -8.1% |
| 1Y | +2.8% | -31.5% | +34.4% | +4.8% |
| All | +2.8% | -30.7% | +33.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling