+63.8%
XBI vs GLDM
+225.0%
-161.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.6% |
| 7D | +3.2% | +5.0% | -1.8% | +2.0% |
| 30D | +2.0% | -1.3% | +3.3% | +2.3% |
| 3M | -0.3% | -4.7% | +4.4% | +0.8% |
| 6M | +16.6% | -12.4% | +29.0% | +19.9% |
| YTD | +28.8% | -4.1% | +32.9% | +29.6% |
| 1Y | +44.6% | +3.3% | +41.3% | +43.2% |
| 3Y | +137.1% | +110.9% | +26.2% | +98.4% |
| 5Y | +22.8% | +124.8% | -102.0% | -0.1% |
| All | +63.8% | +225.0% | -161.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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