+109.3%
XBI vs GLDM
+130.1%
-20.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +7.1% | +4.4% | +2.7% | +6.0% |
| 3M | +22.9% | -1.1% | +24.0% | +23.0% |
| 6M | +29.7% | -13.7% | +43.4% | +33.2% |
| YTD | +34.5% | +2.8% | +31.7% | +33.4% |
| 1Y | +76.1% | +24.8% | +51.2% | +67.8% |
| All | +109.3% | +130.1% | -20.8% | +59.6% |
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