+150.6%
GLD vs XYL
+449.8%
-299.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -0.5% | -5.0% | +4.5% | -0.4% |
| 30D | +4.4% | -13.2% | +17.6% | +4.8% |
| 3M | -1.1% | -3.7% | +2.6% | -1.0% |
| 6M | -13.8% | -17.7% | +3.9% | -13.4% |
| YTD | +2.6% | -21.5% | +24.2% | +3.1% |
| 1Y | +24.5% | -24.5% | +49.0% | +25.2% |
| 3Y | +125.8% | +6.9% | +118.9% | +125.2% |
| 5Y | +137.8% | -18.1% | +155.9% | +137.8% |
| 10Y | +221.4% | +134.7% | +86.7% | +216.6% |
| All | +150.6% | +449.8% | -299.1% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling