+105.0%
GLDM vs XHB
+36.1%
+69.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +4.7% | +1.3% | +3.4% | +4.5% |
| 30D | -0.9% | +7.8% | -8.7% | -1.8% |
| 3M | -4.3% | -5.5% | +1.2% | -3.8% |
| 6M | -13.4% | -2.6% | -10.8% | -13.4% |
| YTD | -5.8% | +0.4% | -6.2% | -6.0% |
| 1Y | +2.1% | -1.0% | +3.0% | +1.9% |
| 3Y | +105.0% | +37.3% | +67.7% | +96.4% |
| All | +105.0% | +36.1% | +69.0% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling