+222.0%
GLDM vs XHB
+181.7%
+40.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.3% | +1.1% |
| 7D | +1.9% | +2.5% | -0.7% | +1.7% |
| 30D | -1.7% | +6.7% | -8.3% | -2.2% |
| 3M | -3.5% | -5.8% | +2.3% | -3.2% |
| 6M | -10.1% | +1.7% | -11.8% | -10.3% |
| YTD | -5.0% | +1.9% | -6.9% | -5.3% |
| 1Y | +2.8% | +0.9% | +1.9% | +2.5% |
| 3Y | +105.1% | +37.6% | +67.5% | +100.4% |
| 5Y | +124.3% | +35.7% | +88.5% | +118.0% |
| All | +222.0% | +181.7% | +40.3% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling