+142.5%
GLD vs XLC
+38.0%
+104.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +4.4% | +1.0% | +3.4% | +4.3% |
| 3M | -1.1% | -0.7% | -0.4% | -1.1% |
| 6M | -13.8% | -5.1% | -8.6% | -13.5% |
| YTD | +2.6% | -4.3% | +6.9% | +2.9% |
| 1Y | +24.5% | -0.6% | +25.1% | +24.5% |
| 3Y | +125.8% | +72.7% | +53.1% | +117.5% |
| All | +142.5% | +38.0% | +104.5% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling