+98.7%
GLDM vs XHB
+35.8%
+62.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -5.5% | +9.9% | -15.4% | -6.6% |
| 3M | -10.9% | -6.3% | -4.6% | -10.3% |
| 6M | -17.3% | +3.8% | -21.2% | -17.8% |
| YTD | -10.2% | +0.1% | -10.3% | -10.3% |
| 1Y | -6.9% | -0.8% | -6.1% | -7.0% |
| 3Y | +98.7% | +35.6% | +63.0% | +87.8% |
| All | +98.7% | +35.8% | +62.9% | +87.8% |
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