+96.9%
GLD vs XLK
+94.1%
+2.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | -4.6% | +3.4% | -7.9% | -5.1% |
| 30D | -5.5% | -10.6% | +5.1% | -3.7% |
| 3M | -10.9% | -10.6% | -0.3% | -9.3% |
| 6M | -17.4% | -3.5% | -13.9% | -16.9% |
| YTD | -10.3% | +18.7% | -29.0% | -12.1% |
| 1Y | -7.2% | +19.4% | -26.6% | -9.1% |
| 3Y | +96.9% | +94.5% | +2.5% | +83.0% |
| All | +96.9% | +94.1% | +2.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 3y: compounded portfolio wealth divided by compounded XLK 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…
3y analysis · Full analysis span regression · 6 months rolling