+816.6%
GLD vs XLB
+479.7%
+336.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.3% |
| 30D | +4.4% | -0.4% | +4.8% | +4.5% |
| 3M | -1.1% | +2.0% | -3.1% | -1.4% |
| 6M | -13.8% | +1.8% | -15.6% | -14.0% |
| YTD | +2.6% | +16.6% | -13.9% | +0.4% |
| 1Y | +24.5% | +16.9% | +7.6% | +21.8% |
| 3Y | +125.8% | +32.6% | +93.3% | +116.4% |
| 5Y | +137.8% | +35.6% | +102.1% | +125.8% |
| 10Y | +221.4% | +160.0% | +61.4% | +173.2% |
| All | +816.6% | +479.7% | +336.8% | +518.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling