+109.1%
GLD vs XYZ
+67.7%
+41.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.6% |
| 7D | +4.9% | +14.9% | -9.9% | +3.9% |
| 30D | -1.3% | +14.7% | -16.0% | -2.3% |
| 3M | -4.8% | +12.1% | -16.9% | -5.6% |
| 6M | -12.5% | +18.3% | -30.8% | -13.6% |
| YTD | -4.2% | +36.1% | -40.3% | -6.2% |
| 1Y | +3.0% | +35.3% | -32.3% | +0.9% |
| 3Y | +109.1% | +73.5% | +35.6% | +90.6% |
| All | +109.1% | +67.7% | +41.4% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling