+137.1%
GLD vs XLK
+141.8%
-4.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -1.1% | -0.5% | -0.7% | -1.1% |
| 3M | +5.8% | +5.0% | +0.8% | +5.2% |
| 6M | -17.1% | +32.9% | -49.9% | -19.1% |
| YTD | 0.0% | +29.0% | -29.0% | -2.2% |
| 1Y | +18.2% | +37.8% | -19.6% | +15.1% |
| 3Y | +122.6% | +118.7% | +3.9% | +110.6% |
| 5Y | +137.1% | +145.6% | -8.5% | +119.7% |
| All | +137.1% | +141.8% | -4.7% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling