+205.6%
GLD vs XYL
+100.1%
+105.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -5.5% | -6.0% | +0.5% | -5.3% |
| 30D | -7.0% | -8.3% | +1.3% | -6.8% |
| 3M | -12.4% | -22.6% | +10.2% | -11.8% |
| 6M | -18.0% | -15.0% | -3.0% | -17.7% |
| YTD | -10.5% | -30.2% | +19.7% | -9.8% |
| 1Y | -8.1% | -36.4% | +28.3% | -7.2% |
| 3Y | +97.7% | -0.9% | +98.6% | +97.6% |
| 5Y | +103.4% | -23.4% | +126.8% | +103.8% |
| All | +205.6% | +100.1% | +105.6% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling