+20.7%
GLD vs XYZ
+5.0%
+15.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.1% | -3.7% | +3.9% | +0.6% |
| 30D | +0.2% | +0.5% | -0.3% | +0.1% |
| 3M | +3.2% | +16.3% | -13.1% | +1.4% |
| 6M | -14.6% | +21.1% | -35.8% | -16.3% |
| YTD | +1.8% | +22.0% | -20.2% | -1.3% |
| 1Y | +20.7% | +5.2% | +15.6% | +16.2% |
| All | +20.7% | +5.0% | +15.8% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling