+722.8%
GLD vs XLF
+275.7%
+447.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -2.0% | -1.0% | -1.0% | -2.0% |
| 30D | -4.4% | +6.5% | -10.9% | -4.3% |
| 3M | -8.9% | +1.8% | -10.7% | -8.9% |
| 6M | -16.0% | +15.4% | -31.3% | -15.7% |
| YTD | -7.9% | +8.4% | -16.2% | -7.7% |
| 1Y | -3.9% | +11.9% | -15.8% | -3.7% |
| 3Y | +103.4% | +81.1% | +22.3% | +106.2% |
| 5Y | +109.7% | +59.5% | +50.2% | +112.0% |
| 10Y | +211.8% | +225.2% | -13.3% | +222.1% |
| All | +722.8% | +275.7% | +447.1% | +759.2% |
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