+208.4%
GLD vs XLI
+231.4%
-23.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +2.8% | -1.5% | +4.3% | +2.9% |
| 30D | -4.0% | -0.3% | -3.7% | -4.0% |
| 3M | -8.2% | -8.4% | +0.1% | -7.7% |
| 6M | -14.8% | -2.1% | -12.8% | -14.7% |
| YTD | -6.8% | +9.6% | -16.4% | -7.1% |
| 1Y | -2.4% | +10.7% | -13.1% | -2.7% |
| 3Y | +105.8% | +71.6% | +34.2% | +101.9% |
| 5Y | +113.3% | +70.8% | +42.5% | +108.6% |
| 10Y | +208.4% | +228.0% | -19.5% | +218.6% |
| All | +208.4% | +231.4% | -23.0% | +218.6% |
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