+22.5%
XOP vs GLDM
+219.1%
-196.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -14.7% | +4.7% | -19.4% | -14.9% |
| 30D | -7.7% | -0.9% | -6.8% | -7.6% |
| 3M | +4.4% | -4.3% | +8.7% | +4.6% |
| 6M | +3.5% | -13.4% | +16.9% | +4.4% |
| YTD | +39.4% | -5.8% | +45.2% | +39.1% |
| 1Y | +39.8% | +2.1% | +37.7% | +38.3% |
| 3Y | +29.7% | +105.0% | -75.4% | +20.2% |
| 5Y | +78.6% | +122.5% | -43.9% | +64.1% |
| All | +22.5% | +219.1% | -196.6% | +29.6% |
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 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