+292.8%
GLD vs XYZ
+638.9%
-346.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +4.4% | -1.7% | +6.1% | +4.4% |
| 3M | -1.1% | +16.7% | -17.8% | -1.4% |
| 6M | -13.8% | +26.9% | -40.6% | -14.2% |
| YTD | +2.6% | +27.1% | -24.5% | +2.1% |
| 1Y | +24.5% | +9.3% | +15.3% | +24.0% |
| 3Y | +125.8% | +42.3% | +83.6% | +123.7% |
| 5Y | +137.8% | -69.3% | +207.1% | +136.5% |
| 10Y | +221.4% | +586.8% | -365.4% | +249.7% |
| All | +292.8% | +638.9% | -346.1% | +330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling