+739.3%
GLD vs XLP
+611.2%
+128.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.6% |
| 7D | -0.3% | +5.9% | -6.1% | -0.4% |
| 30D | -1.9% | +13.5% | -15.3% | -2.3% |
| 3M | -0.4% | +8.4% | -8.9% | -0.7% |
| 6M | -10.2% | +11.5% | -21.7% | -10.5% |
| YTD | -6.0% | +20.6% | -26.6% | -6.6% |
| 1Y | +2.8% | +24.3% | -21.5% | +2.1% |
| 3Y | +101.6% | +45.1% | +56.5% | +99.2% |
| 5Y | +122.2% | +44.6% | +77.6% | +119.6% |
| 10Y | +199.5% | +133.1% | +66.4% | +198.0% |
| All | +739.3% | +611.2% | +128.1% | +768.8% |
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 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