+216.8%
GLDM vs XHB
+179.8%
+36.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.4% |
| 7D | +2.9% | +1.2% | +1.7% | +2.8% |
| 30D | -3.9% | +8.9% | -12.8% | -4.5% |
| 3M | -8.1% | -4.2% | -4.0% | -7.9% |
| 6M | -14.7% | +1.4% | -16.0% | -14.9% |
| YTD | -6.6% | +1.2% | -7.8% | -6.8% |
| 1Y | -2.1% | -1.3% | -0.8% | -2.1% |
| 3Y | +107.7% | +36.6% | +71.1% | +103.1% |
| 5Y | +116.5% | +34.3% | +82.2% | +110.6% |
| All | +216.8% | +179.8% | +36.9% | +195.5% |
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