+119.2%
XBI vs GLDM
+104.2%
+15.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -2.4% | +4.7% | -7.1% | -3.7% |
| 30D | +1.3% | -0.9% | +2.2% | +1.5% |
| 3M | -1.5% | -4.3% | +2.8% | -0.3% |
| 6M | +10.7% | -13.4% | +24.1% | +14.5% |
| YTD | +25.0% | -5.8% | +30.8% | +26.7% |
| 1Y | +39.9% | +2.1% | +37.8% | +39.4% |
| 3Y | +119.2% | +105.0% | +14.2% | +60.8% |
| All | +119.2% | +104.2% | +15.0% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling