+113.3%
GLD vs XLE
+152.4%
-39.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | -6.7% | +9.5% | +3.3% |
| 30D | -4.0% | -4.4% | +0.5% | -3.8% |
| 3M | -8.2% | +4.0% | -12.2% | -8.7% |
| 6M | -14.8% | +13.2% | -28.0% | -16.0% |
| YTD | -6.8% | +41.9% | -48.7% | -10.5% |
| 1Y | -2.4% | +41.6% | -44.0% | -6.3% |
| 3Y | +105.8% | +64.0% | +41.8% | +93.7% |
| 5Y | +113.3% | +158.1% | -44.8% | +95.0% |
| All | +113.3% | +152.4% | -39.0% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling