+138.9%
GLD vs XLF
+65.5%
+73.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.7% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +0.3% | -0.5% | +0.8% | +0.3% |
| 3M | +0.6% | +10.6% | -10.0% | +0.3% |
| 6M | -15.6% | +14.3% | -29.9% | -15.9% |
| YTD | +0.9% | +5.5% | -4.7% | +0.6% |
| 1Y | +19.4% | +9.6% | +9.8% | +19.0% |
| 3Y | +124.5% | +75.2% | +49.3% | +120.7% |
| 5Y | +138.9% | +65.5% | +73.4% | +132.9% |
| All | +138.9% | +65.5% | +73.4% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling