+211.8%
GLD vs XYZ
+637.1%
-425.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.0% | -2.2% | +0.2% | -1.9% |
| 30D | -4.4% | +11.6% | -16.0% | -4.8% |
| 3M | -8.9% | +8.4% | -17.3% | -9.2% |
| 6M | -16.0% | +17.2% | -33.1% | -16.4% |
| YTD | -7.9% | +31.7% | -39.6% | -8.6% |
| 1Y | -3.9% | +30.1% | -33.9% | -4.7% |
| 3Y | +103.4% | +66.4% | +37.0% | +99.9% |
| 5Y | +109.7% | -62.2% | +171.9% | +109.0% |
| 10Y | +211.8% | +621.5% | -409.7% | +217.9% |
| All | +211.8% | +637.1% | -425.2% | +217.9% |
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