+86.6%
XOP vs GLDM
+116.0%
-29.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.1% |
| 7D | -8.4% | +2.9% | -11.2% | -8.8% |
| 30D | -8.4% | -3.9% | -4.5% | -7.8% |
| 3M | +0.2% | -8.1% | +8.3% | +1.4% |
| 6M | +7.2% | -14.7% | +21.9% | +10.2% |
| YTD | +40.8% | -6.6% | +47.4% | +38.8% |
| 1Y | +36.3% | -2.1% | +38.3% | +32.1% |
| 3Y | +37.2% | +107.7% | -70.5% | -7.3% |
| 5Y | +86.6% | +116.5% | -29.9% | +19.0% |
| All | +86.6% | +116.0% | -29.4% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling