+746.1%
GLD vs XLE
+539.8%
+206.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.1% |
| 7D | +1.9% | -10.3% | +12.2% | +2.8% |
| 30D | -1.8% | -3.3% | +1.6% | -1.6% |
| 3M | -3.6% | +8.2% | -11.8% | -4.5% |
| 6M | -10.2% | +5.0% | -15.3% | -10.9% |
| YTD | -5.3% | +40.6% | -45.8% | -8.6% |
| 1Y | +2.5% | +45.0% | -42.6% | -1.5% |
| 3Y | +103.2% | +56.3% | +46.9% | +93.3% |
| 5Y | +121.1% | +152.2% | -31.1% | +99.6% |
| 10Y | +201.9% | +173.0% | +28.9% | +165.0% |
| All | +746.1% | +539.8% | +206.3% | +503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling