+212.2%
GLD vs XYL
+129.6%
+82.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.8% |
| 7D | +4.9% | +2.1% | +2.9% | +4.9% |
| 30D | -1.3% | -3.4% | +2.0% | -1.3% |
| 3M | -4.8% | -17.2% | +12.4% | -4.3% |
| 6M | -12.5% | -12.0% | -0.5% | -12.3% |
| YTD | -4.2% | -26.3% | +22.1% | -3.7% |
| 1Y | +3.0% | -33.5% | +36.5% | +3.8% |
| 3Y | +109.1% | +6.4% | +102.7% | +108.6% |
| 5Y | +121.6% | -20.9% | +142.5% | +121.6% |
| 10Y | +212.2% | +120.8% | +91.4% | +228.6% |
| All | +212.2% | +129.6% | +82.6% | +228.6% |
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