+103.2%
GLD vs XLE
+55.1%
+48.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | -12.0% | +16.7% | +5.0% |
| 30D | -0.9% | -2.7% | +1.9% | -1.1% |
| 3M | -4.4% | +6.6% | -11.0% | -5.0% |
| 6M | -13.6% | +9.5% | -23.1% | -14.3% |
| YTD | -6.0% | +40.6% | -46.6% | -9.8% |
| 1Y | +1.8% | +43.6% | -41.8% | -2.6% |
| 3Y | +103.2% | +58.1% | +45.1% | +90.4% |
| All | +103.2% | +55.1% | +48.1% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling