+215.4%
GLD vs XYZ
+586.4%
-371.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.7% |
| 7D | +0.7% | +2.9% | -2.1% | +0.7% |
| 30D | +0.3% | +1.4% | -1.1% | +0.3% |
| 3M | +0.6% | +14.6% | -13.9% | +0.3% |
| 6M | -15.6% | +20.8% | -36.3% | -16.0% |
| YTD | +0.9% | +23.1% | -22.2% | +0.2% |
| 1Y | +19.4% | +5.6% | +13.7% | +18.9% |
| 3Y | +124.5% | +50.9% | +73.6% | +121.1% |
| 5Y | +138.9% | -68.6% | +207.5% | +139.1% |
| All | +215.4% | +586.4% | -371.0% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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