+3.1%
GLDM vs XHB
+5.8%
-2.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.8% | +2.2% |
| 7D | -0.3% | +9.7% | -10.0% | -2.7% |
| 30D | -1.9% | +11.7% | -13.5% | -4.7% |
| 3M | -0.4% | -1.4% | +1.0% | -0.3% |
| 6M | -10.1% | +6.8% | -16.9% | -12.3% |
| YTD | -5.8% | +5.5% | -11.3% | -7.5% |
| 1Y | +3.1% | +5.1% | -2.0% | +1.4% |
| All | +3.1% | +5.8% | -2.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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