+205.8%
GLD vs XLC
+135.2%
+70.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | +6.2% | -3.4% | +2.3% |
| 30D | -4.0% | -2.4% | -1.6% | -3.8% |
| 3M | -8.2% | -3.3% | -4.9% | -8.1% |
| 6M | -14.8% | -7.3% | -7.5% | -14.4% |
| YTD | -6.8% | -7.6% | +0.8% | -6.4% |
| 1Y | -2.4% | -3.7% | +1.3% | -2.2% |
| 3Y | +105.8% | +62.9% | +42.8% | +99.2% |
| 5Y | +113.3% | +41.6% | +71.7% | +106.2% |
| All | +205.8% | +135.2% | +70.5% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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