+110.9%
GLDM vs XHB
+41.0%
+70.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.4% |
| 7D | +5.0% | +1.3% | +3.7% | +4.8% |
| 30D | -1.3% | +11.8% | -13.1% | -2.7% |
| 3M | -4.7% | -3.8% | -0.9% | -4.4% |
| 6M | -12.4% | +4.1% | -16.5% | -13.0% |
| YTD | -4.1% | +4.0% | -8.0% | -4.7% |
| 1Y | +3.3% | +1.6% | +1.8% | +2.8% |
| 3Y | +110.9% | +43.2% | +67.8% | +101.3% |
| All | +110.9% | +41.0% | +70.0% | +101.3% |
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