+212.2%
GLD vs XLE
+167.3%
+44.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +4.9% | -7.9% | +12.8% | +5.2% |
| 30D | -1.3% | -4.8% | +3.5% | -1.2% |
| 3M | -4.8% | +8.4% | -13.1% | -5.1% |
| 6M | -12.5% | +12.7% | -25.2% | -13.0% |
| YTD | -4.2% | +41.3% | -45.5% | -5.6% |
| 1Y | +3.0% | +42.3% | -39.2% | +1.5% |
| 3Y | +109.1% | +65.1% | +44.1% | +104.7% |
| 5Y | +121.6% | +150.2% | -28.6% | +115.7% |
| 10Y | +212.2% | +163.9% | +48.3% | +198.3% |
| All | +212.2% | +167.3% | +44.9% | +198.3% |
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