+205.6%
GLD vs XLP
+135.7%
+69.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -7.0% | +8.2% | -15.2% | -7.7% |
| 3M | -12.4% | +7.7% | -20.1% | -13.0% |
| 6M | -18.0% | +9.3% | -27.3% | -18.8% |
| YTD | -10.5% | +19.5% | -29.9% | -12.2% |
| 1Y | -8.1% | +21.0% | -29.1% | -9.9% |
| 3Y | +97.7% | +43.2% | +54.5% | +90.0% |
| 5Y | +103.4% | +42.7% | +60.7% | +95.3% |
| All | +205.6% | +135.7% | +69.9% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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