-7.2%
GLD vs XLP
+22.7%
-29.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.1% |
| 7D | -4.6% | +2.5% | -7.1% | -4.6% |
| 30D | -5.5% | +7.3% | -12.8% | -5.4% |
| 3M | -10.9% | +8.1% | -19.0% | -10.8% |
| 6M | -17.4% | +10.5% | -27.9% | -17.2% |
| YTD | -10.3% | +21.2% | -31.5% | -8.7% |
| 1Y | -7.2% | +22.7% | -29.9% | -5.7% |
| All | -7.2% | +22.7% | -29.9% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling