+19.4%
GLD vs XYL
-21.5%
+40.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.1% |
| 7D | +0.7% | +1.8% | -1.0% | +0.5% |
| 30D | +0.3% | -9.2% | +9.5% | +1.4% |
| 3M | +0.6% | -0.3% | +0.9% | -0.1% |
| 6M | -15.6% | -11.0% | -4.6% | -15.4% |
| YTD | +0.9% | -19.2% | +20.1% | -0.8% |
| 1Y | +19.4% | -21.2% | +40.6% | +17.5% |
| All | +19.4% | -21.5% | +40.9% | +17.5% |
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