+22.7%
XOP vs GLDM
+221.7%
-199.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.9% |
| 7D | -12.7% | +1.9% | -14.6% | -12.8% |
| 30D | -7.6% | -1.7% | -5.9% | -7.5% |
| 3M | +5.8% | -3.5% | +9.3% | +6.0% |
| 6M | -2.7% | -10.1% | +7.3% | -2.1% |
| YTD | +39.7% | -5.0% | +44.7% | +39.3% |
| 1Y | +42.4% | +2.8% | +39.6% | +40.9% |
| 3Y | +26.4% | +105.1% | -78.7% | +17.2% |
| 5Y | +78.9% | +124.3% | -45.4% | +64.3% |
| All | +22.7% | +221.7% | -199.0% | +29.8% |
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