+24.5%
GLD vs XLF
+9.9%
+14.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | +0.2% | +4.2% | +4.3% |
| 3M | -1.1% | +11.7% | -12.8% | -2.7% |
| 6M | -13.8% | +13.8% | -27.6% | -15.4% |
| YTD | +2.6% | +7.0% | -4.4% | +1.4% |
| 1Y | +24.5% | +9.1% | +15.4% | +21.7% |
| All | +24.5% | +9.9% | +14.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling