+113.3%
GLD vs XLP
+42.9%
+70.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | +2.8% | +2.3% | +0.5% | +2.6% |
| 30D | -4.0% | +9.1% | -13.1% | -4.9% |
| 3M | -8.2% | +7.9% | -16.1% | -9.0% |
| 6M | -14.8% | +9.6% | -24.5% | -15.8% |
| YTD | -6.8% | +19.4% | -26.2% | -8.9% |
| 1Y | -2.4% | +22.4% | -24.8% | -4.9% |
| 3Y | +105.8% | +43.2% | +62.6% | +95.6% |
| 5Y | +113.3% | +42.6% | +70.8% | +104.3% |
| All | +113.3% | +42.9% | +70.5% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling