+127.7%
GLD vs XLE
+54.6%
+73.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | +4.4% | +11.8% | -7.4% | +3.7% |
| 3M | -1.1% | +9.8% | -10.9% | -1.6% |
| 6M | -13.8% | +15.6% | -29.4% | -15.0% |
| YTD | +2.6% | +45.3% | -42.6% | -1.6% |
| 1Y | +24.5% | +48.3% | -23.8% | +19.1% |
| All | +127.7% | +54.6% | +73.1% | +113.7% |
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