+206.1%
GLD vs XLU
+164.3%
+41.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +2.1% | -6.7% | -4.9% |
| 30D | -5.5% | +5.6% | -11.0% | -6.3% |
| 3M | -10.9% | +0.7% | -11.6% | -11.1% |
| 6M | -17.4% | -0.1% | -17.4% | -17.5% |
| YTD | -10.3% | +5.3% | -15.6% | -11.1% |
| 1Y | -7.2% | +2.2% | -9.3% | -7.6% |
| 3Y | +96.9% | +61.6% | +35.3% | +83.6% |
| 5Y | +103.8% | +53.6% | +50.2% | +90.9% |
| All | +206.1% | +164.3% | +41.9% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling