+212.2%
GLD vs XLB
+173.6%
+38.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | +4.9% | -1.4% | +6.3% | +5.2% |
| 30D | -1.3% | +7.1% | -8.4% | -2.4% |
| 3M | -4.8% | +0.6% | -5.4% | -4.9% |
| 6M | -12.5% | +3.5% | -16.0% | -13.0% |
| YTD | -4.2% | +18.2% | -22.5% | -6.1% |
| 1Y | +3.0% | +25.6% | -22.6% | +0.4% |
| 3Y | +109.1% | +46.7% | +62.5% | +100.7% |
| 5Y | +121.6% | +30.9% | +90.7% | +113.4% |
| 10Y | +212.2% | +167.7% | +44.5% | +192.0% |
| All | +212.2% | +173.6% | +38.6% | +192.0% |
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