+206.1%
GLD vs XLE
+181.7%
+24.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -4.6% | +5.4% | -10.0% | -4.7% |
| 30D | -5.5% | -3.9% | -1.5% | -5.4% |
| 3M | -10.9% | +7.0% | -17.9% | -11.1% |
| 6M | -17.4% | +14.2% | -31.6% | -17.9% |
| YTD | -10.3% | +48.2% | -58.5% | -11.7% |
| 1Y | -7.2% | +47.7% | -54.8% | -8.6% |
| 3Y | +96.9% | +70.0% | +26.9% | +92.6% |
| 5Y | +103.8% | +169.1% | -65.4% | +98.2% |
| All | +206.1% | +181.7% | +24.4% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling