+204.3%
GLDM vs XHB
+174.8%
+29.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.7% |
| 7D | -5.5% | -2.4% | -3.1% | -5.3% |
| 30D | -7.0% | +7.1% | -14.1% | -7.5% |
| 3M | -12.3% | -6.0% | -6.3% | -11.9% |
| 6M | -17.9% | +2.1% | -20.0% | -18.1% |
| YTD | -10.3% | -0.6% | -9.7% | -10.3% |
| 1Y | -7.8% | -3.3% | -4.5% | -7.7% |
| 3Y | +99.5% | +34.1% | +65.4% | +95.3% |
| 5Y | +106.5% | +28.6% | +77.9% | +101.5% |
| All | +204.3% | +174.8% | +29.5% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling