+118.6%
GLD vs XLB
+29.2%
+89.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +4.7% | -1.5% | +6.2% | +5.1% |
| 30D | -0.9% | +6.1% | -7.0% | -2.6% |
| 3M | -4.4% | 0.0% | -4.4% | -4.4% |
| 6M | -13.6% | 0.0% | -13.5% | -13.6% |
| YTD | -6.0% | +16.0% | -22.0% | -8.8% |
| 1Y | +1.8% | +24.7% | -23.0% | -2.6% |
| 3Y | +103.2% | +40.4% | +62.8% | +90.3% |
| All | +118.6% | +29.2% | +89.3% | +106.2% |
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 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