+106.7%
GLDM vs XYL
+7.6%
+99.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.9% | +10.2% | -8.4% | +1.3% |
| 30D | -1.7% | -4.3% | +2.6% | -1.6% |
| 3M | -3.5% | -17.8% | +14.3% | -2.4% |
| 6M | -10.1% | -13.4% | +3.3% | -9.6% |
| YTD | -5.0% | -25.7% | +20.7% | -4.2% |
| 1Y | +2.8% | -32.7% | +35.4% | +4.2% |
| All | +106.7% | +7.6% | +99.1% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling