+205.0%
GLD vs XLP
+126.4%
+78.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +4.7% | +0.7% | +4.0% | +4.6% |
| 30D | -0.9% | +10.3% | -11.2% | -1.9% |
| 3M | -4.4% | +6.5% | -10.9% | -5.0% |
| 6M | -13.6% | +8.4% | -21.9% | -14.4% |
| YTD | -6.0% | +18.2% | -24.2% | -7.7% |
| 1Y | +1.8% | +22.4% | -20.7% | -0.5% |
| 3Y | +103.2% | +41.9% | +61.3% | +95.3% |
| 5Y | +119.3% | +40.9% | +78.5% | +110.6% |
| All | +205.0% | +126.4% | +78.5% | +178.4% |
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