+208.4%
GLD vs XLB
+166.1%
+42.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -4.0% | +6.9% | -10.9% | -5.0% |
| 3M | -8.2% | -0.2% | -8.1% | -8.2% |
| 6M | -14.8% | +3.3% | -18.1% | -15.3% |
| YTD | -6.8% | +18.0% | -24.8% | -8.6% |
| 1Y | -2.4% | +24.2% | -26.6% | -4.8% |
| 3Y | +105.8% | +44.7% | +61.0% | +97.7% |
| 5Y | +113.3% | +31.6% | +81.7% | +105.4% |
| 10Y | +208.4% | +164.2% | +44.2% | +185.5% |
| All | +208.4% | +166.1% | +42.4% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling