+121.1%
GLD vs XLP
+43.0%
+78.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +1.9% | +3.5% | -1.6% | +1.5% |
| 30D | -1.8% | +11.6% | -13.3% | -2.9% |
| 3M | -3.6% | +7.6% | -11.3% | -4.4% |
| 6M | -10.2% | +10.0% | -20.3% | -11.3% |
| YTD | -5.3% | +19.7% | -25.0% | -7.4% |
| 1Y | +2.5% | +23.5% | -21.0% | -0.3% |
| 3Y | +103.2% | +44.0% | +59.2% | +93.0% |
| 5Y | +121.1% | +42.7% | +78.4% | +111.8% |
| All | +121.1% | +43.0% | +78.1% | +111.8% |
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