+699.7%
GLD vs XLB
+481.3%
+218.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -7.0% | +5.3% | -12.3% | -7.8% |
| 3M | -12.4% | 0.0% | -12.4% | -12.4% |
| 6M | -18.0% | +1.2% | -19.2% | -18.2% |
| YTD | -10.5% | +16.9% | -27.3% | -12.4% |
| 1Y | -8.1% | +20.9% | -29.0% | -10.5% |
| 3Y | +97.7% | +43.3% | +54.4% | +87.4% |
| 5Y | +103.4% | +28.3% | +75.1% | +94.7% |
| 10Y | +203.1% | +165.3% | +37.8% | +156.8% |
| All | +699.7% | +481.3% | +218.4% | +439.6% |
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