+58.9%
XBI vs GLDM
+219.1%
-160.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -2.4% | +4.7% | -7.1% | -3.5% |
| 30D | +1.3% | -0.9% | +2.2% | +1.5% |
| 3M | -1.5% | -4.3% | +2.8% | -0.5% |
| 6M | +10.7% | -13.4% | +24.1% | +14.2% |
| YTD | +25.0% | -5.8% | +30.8% | +26.3% |
| 1Y | +39.9% | +2.1% | +37.8% | +39.0% |
| 3Y | +119.2% | +105.0% | +14.2% | +84.6% |
| 5Y | +16.6% | +122.5% | -105.9% | -4.8% |
| All | +58.9% | +219.1% | -160.2% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling