+2.8%
GLD vs XLB
+29.8%
-27.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +1.7% |
| 7D | -0.3% | +3.9% | -4.2% | -3.3% |
| 30D | -1.9% | +8.9% | -10.7% | -8.4% |
| 3M | -0.4% | +4.1% | -4.6% | -3.7% |
| 6M | -10.2% | +7.3% | -17.5% | -15.5% |
| YTD | -6.0% | +20.4% | -26.4% | -17.1% |
| 1Y | +2.8% | +29.5% | -26.7% | -12.2% |
| All | +2.8% | +29.8% | -27.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling