+24.5%
GLD vs XLE
+49.3%
-24.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | +2.2% | -2.7% | -0.4% |
| 30D | +4.4% | +11.8% | -7.4% | +4.9% |
| 3M | -1.1% | +9.8% | -10.9% | -0.5% |
| 6M | -13.8% | +15.6% | -29.4% | -15.0% |
| YTD | +2.6% | +45.3% | -42.6% | -2.5% |
| 1Y | +24.5% | +48.3% | -23.8% | +18.2% |
| All | +24.5% | +49.3% | -24.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling