+204.7%
GLDM vs XPO
+437.3%
-232.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | -4.6% | +9.0% | -13.6% | -4.7% |
| 30D | -5.5% | +4.2% | -9.6% | -5.5% |
| 3M | -10.9% | -8.7% | -2.2% | -10.8% |
| 6M | -17.3% | -2.8% | -14.6% | -17.3% |
| YTD | -10.2% | +41.9% | -52.0% | -10.2% |
| 1Y | -6.9% | +42.3% | -49.3% | -7.0% |
| 3Y | +98.7% | +127.3% | -28.6% | +98.1% |
| 5Y | +106.7% | +306.4% | -199.6% | +105.3% |
| All | +204.7% | +437.3% | -232.7% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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