+225.3%
GLDM vs XPO
+424.0%
-198.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +1.8% |
| 7D | +5.0% | -1.9% | +6.9% | +5.0% |
| 30D | -1.3% | +2.5% | -3.8% | -1.3% |
| 3M | -4.7% | -7.2% | +2.5% | -4.6% |
| 6M | -12.4% | -8.1% | -4.3% | -12.3% |
| YTD | -4.1% | +38.3% | -42.4% | -4.1% |
| 1Y | +3.3% | +33.6% | -30.2% | +3.3% |
| 3Y | +110.9% | +133.1% | -22.1% | +110.4% |
| 5Y | +124.8% | +308.9% | -184.1% | +123.3% |
| All | +225.3% | +424.0% | -198.7% | +222.6% |
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