+125.2%
XBI vs GLDM
+99.9%
+25.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.1% | -4.6% | +3.5% | +0.2% |
| 30D | +2.6% | -5.5% | +8.0% | +4.1% |
| 3M | -4.0% | -10.9% | +6.8% | -1.0% |
| 6M | +10.9% | -17.3% | +28.3% | +16.2% |
| YTD | +23.6% | -10.2% | +33.7% | +26.9% |
| 1Y | +35.1% | -6.9% | +42.0% | +37.7% |
| 3Y | +125.2% | +98.7% | +26.5% | +65.6% |
| All | +125.2% | +99.9% | +25.3% | +65.6% |
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