+219.4%
GLDM vs XHB
+177.4%
+42.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +4.7% | +1.3% | +3.4% | +4.5% |
| 30D | -0.9% | +7.8% | -8.7% | -1.4% |
| 3M | -4.3% | -5.5% | +1.2% | -4.0% |
| 6M | -13.4% | -2.6% | -10.8% | -13.3% |
| YTD | -5.8% | +0.4% | -6.2% | -5.9% |
| 1Y | +2.1% | -1.0% | +3.0% | +2.0% |
| 3Y | +105.0% | +37.3% | +67.7% | +100.4% |
| 5Y | +122.5% | +33.7% | +88.8% | +116.5% |
| All | +219.4% | +177.4% | +42.0% | +198.1% |
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