+218.2%
GLD vs XLI
+250.3%
-32.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +0.2% | -6.9% | +7.1% | +0.7% |
| 3M | +3.2% | -1.9% | +5.1% | +3.3% |
| 6M | -14.6% | +1.0% | -15.7% | -14.7% |
| YTD | +1.8% | +11.3% | -9.6% | +1.4% |
| 1Y | +20.7% | +15.8% | +4.9% | +20.1% |
| 3Y | +126.5% | +69.8% | +56.7% | +122.3% |
| 5Y | +140.0% | +80.9% | +59.2% | +134.8% |
| 10Y | +218.2% | +257.2% | -39.0% | +224.2% |
| All | +218.2% | +250.3% | -32.1% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling