+216.0%
GLD vs XLP
+101.8%
+114.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | +4.4% | -0.9% | +5.3% | +4.5% |
| 3M | -1.1% | +3.8% | -4.9% | -1.6% |
| 6M | -13.8% | -1.7% | -12.0% | -13.7% |
| YTD | +2.6% | +10.3% | -7.6% | +1.5% |
| 1Y | +24.5% | +7.8% | +16.7% | +23.4% |
| 3Y | +125.8% | +27.2% | +98.6% | +119.5% |
| 5Y | +137.8% | +32.5% | +105.3% | +129.8% |
| All | +216.0% | +101.8% | +114.3% | +195.7% |
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