+69.0%
XBI vs GLDM
+242.2%
-173.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | +2.9% | +0.3% | +2.6% | +2.9% |
| 3M | +26.2% | +0.7% | +25.5% | +25.9% |
| 6M | +30.7% | -15.4% | +46.2% | +35.1% |
| YTD | +32.9% | +1.0% | +31.9% | +32.2% |
| 1Y | +72.3% | +19.7% | +52.5% | +65.1% |
| 3Y | +107.2% | +126.5% | -19.3% | +70.6% |
| 5Y | +23.2% | +142.5% | -119.3% | -1.5% |
| All | +69.0% | +242.2% | -173.1% | +34.8% |
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