+206.1%
GLD vs XYZ
+597.9%
-391.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | +0.1% |
| 7D | -4.6% | -1.1% | -3.5% | -4.6% |
| 30D | -5.5% | +11.5% | -17.0% | -5.8% |
| 3M | -10.9% | +1.8% | -12.7% | -11.0% |
| 6M | -17.4% | +21.2% | -38.6% | -17.9% |
| YTD | -10.3% | +29.9% | -40.3% | -11.0% |
| 1Y | -7.2% | +35.8% | -42.9% | -8.0% |
| 3Y | +96.9% | +62.6% | +34.3% | +93.6% |
| 5Y | +103.8% | -62.8% | +166.5% | +103.1% |
| All | +206.1% | +597.9% | -391.7% | +208.8% |
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