+204.7%
GLDM vs XYL
+56.4%
+148.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | -3.7% | -0.9% | -4.5% |
| 30D | -5.5% | -8.3% | +2.9% | -5.3% |
| 3M | -10.9% | -21.4% | +10.6% | -10.3% |
| 6M | -17.3% | -12.9% | -4.4% | -17.1% |
| YTD | -10.2% | -30.1% | +19.9% | -9.5% |
| 1Y | -6.9% | -35.2% | +28.2% | -6.1% |
| 3Y | +98.7% | -0.8% | +99.4% | +98.4% |
| 5Y | +106.7% | -23.2% | +130.0% | +107.2% |
| All | +204.7% | +56.4% | +148.2% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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