+248.5%
GLDM vs XYL
+75.6%
+172.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -0.5% | -5.0% | +4.5% | -0.4% |
| 30D | +4.4% | -13.2% | +17.6% | +4.8% |
| 3M | -1.1% | -3.7% | +2.6% | -1.0% |
| 6M | -13.7% | -17.7% | +4.0% | -13.3% |
| YTD | +2.8% | -21.5% | +24.3% | +3.2% |
| 1Y | +24.8% | -24.5% | +49.3% | +25.5% |
| 3Y | +127.8% | +6.9% | +120.9% | +127.1% |
| 5Y | +141.1% | -18.1% | +159.2% | +141.0% |
| All | +248.5% | +75.6% | +172.9% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling