+104.1%
GLD vs XLB
+28.0%
+76.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | -5.5% | +5.2% | -10.6% | -6.8% |
| 3M | -10.9% | +0.3% | -11.2% | -11.0% |
| 6M | -17.4% | +1.2% | -18.6% | -17.7% |
| YTD | -10.3% | +16.6% | -27.0% | -13.1% |
| 1Y | -7.2% | +21.4% | -28.6% | -10.8% |
| 3Y | +96.9% | +43.2% | +53.7% | +83.7% |
| All | +104.1% | +28.0% | +76.1% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling