+206.1%
GLD vs XLI
+225.1%
-18.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | +3.8% | -8.3% | -4.8% |
| 30D | -5.5% | +1.0% | -6.5% | -5.5% |
| 3M | -10.9% | -8.9% | -2.0% | -10.4% |
| 6M | -17.4% | -2.3% | -15.1% | -17.3% |
| YTD | -10.3% | +9.7% | -20.0% | -10.6% |
| 1Y | -7.2% | +12.3% | -19.5% | -7.5% |
| 3Y | +96.9% | +71.5% | +25.5% | +93.2% |
| 5Y | +103.8% | +70.2% | +33.6% | +99.3% |
| All | +206.1% | +225.1% | -18.9% | +216.1% |
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