+205.0%
GLD vs XLE
+169.9%
+35.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | -12.0% | +16.7% | +5.1% |
| 30D | -0.9% | -2.7% | +1.9% | -0.9% |
| 3M | -4.4% | +6.6% | -11.0% | -4.7% |
| 6M | -13.6% | +9.5% | -23.1% | -13.9% |
| YTD | -6.0% | +40.6% | -46.6% | -7.4% |
| 1Y | +1.8% | +43.6% | -41.8% | +0.2% |
| 3Y | +103.2% | +58.1% | +45.1% | +99.1% |
| 5Y | +119.3% | +152.2% | -32.9% | +113.6% |
| All | +205.0% | +169.9% | +35.1% | +191.2% |
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 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