+816.6%
GLD vs XLP
+550.0%
+266.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +4.4% | -0.9% | +5.3% | +4.4% |
| 3M | -1.1% | +3.8% | -4.9% | -1.3% |
| 6M | -13.8% | -1.7% | -12.0% | -13.8% |
| YTD | +2.6% | +10.3% | -7.6% | +2.3% |
| 1Y | +24.5% | +7.8% | +16.7% | +24.2% |
| 3Y | +125.8% | +27.2% | +98.6% | +124.1% |
| 5Y | +137.8% | +32.5% | +105.3% | +135.7% |
| 10Y | +221.4% | +101.8% | +119.6% | +220.1% |
| All | +816.6% | +550.0% | +266.5% | +851.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling