+212.2%
GLD vs XLP
+130.4%
+81.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | -1.3% | +8.9% | -10.3% | -2.2% |
| 3M | -4.8% | +7.5% | -12.2% | -5.5% |
| 6M | -12.5% | +9.4% | -21.9% | -13.4% |
| YTD | -4.2% | +19.3% | -23.5% | -6.1% |
| 1Y | +3.0% | +21.7% | -18.7% | +0.8% |
| 3Y | +109.1% | +44.0% | +65.2% | +100.7% |
| 5Y | +121.6% | +42.8% | +78.8% | +112.5% |
| 10Y | +212.2% | +128.8% | +83.4% | +182.5% |
| All | +212.2% | +130.4% | +81.8% | +182.5% |
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