+699.7%
GLD vs XLF
+273.0%
+426.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -5.5% | +1.2% | -6.7% | -5.5% |
| 30D | -7.0% | +6.2% | -13.2% | -6.9% |
| 3M | -12.4% | +0.9% | -13.2% | -12.3% |
| 6M | -18.0% | +13.6% | -31.7% | -17.8% |
| YTD | -10.5% | +7.6% | -18.0% | -10.3% |
| 1Y | -8.1% | +10.2% | -18.2% | -7.9% |
| 3Y | +97.7% | +79.8% | +17.9% | +100.3% |
| 5Y | +103.4% | +58.0% | +45.4% | +105.6% |
| 10Y | +203.1% | +222.8% | -19.8% | +213.0% |
| All | +699.7% | +273.0% | +426.7% | +734.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling