+2.8%
GLD vs XLF
+15.8%
-12.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.6% |
| 7D | -0.3% | +5.5% | -5.7% | -1.8% |
| 30D | -1.9% | +9.9% | -11.7% | -4.5% |
| 3M | -0.4% | +2.6% | -3.1% | -1.5% |
| 6M | -10.2% | +15.6% | -25.8% | -13.4% |
| YTD | -6.0% | +9.4% | -15.4% | -8.2% |
| 1Y | +2.8% | +14.7% | -11.9% | -2.1% |
| All | +2.8% | +15.8% | -12.9% | -2.1% |
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