-7.2%
GLD vs XYL
-36.2%
+29.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | -3.7% | -0.9% | -4.2% |
| 30D | -5.5% | -8.3% | +2.9% | -5.1% |
| 3M | -10.9% | -21.4% | +10.5% | -8.9% |
| 6M | -17.4% | -12.9% | -4.5% | -17.3% |
| YTD | -10.3% | -30.1% | +19.8% | -12.0% |
| 1Y | -7.2% | -35.2% | +28.0% | -6.7% |
| All | -7.2% | -36.2% | +29.1% | -6.7% |
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