-17.4%
GLD vs XLK
-3.7%
-13.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.7% |
| 7D | -4.6% | +3.4% | -7.9% | -5.5% |
| 30D | -5.5% | -10.6% | +5.1% | -2.1% |
| 3M | -10.9% | -10.6% | -0.3% | -7.7% |
| 6M | -17.4% | -3.5% | -13.9% | -18.0% |
| All | -17.4% | -3.7% | -13.7% | -18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling