+213.1%
GLD vs XLU
+141.2%
+71.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.6% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | -1.1% | -2.5% | +1.4% | -0.8% |
| 3M | +5.8% | -2.7% | +8.6% | +6.2% |
| 6M | -17.1% | -7.5% | -9.6% | -16.1% |
| YTD | 0.0% | +0.9% | -0.9% | -0.2% |
| 1Y | +18.2% | +3.3% | +14.9% | +17.6% |
| 3Y | +122.6% | +47.3% | +75.3% | +109.9% |
| 5Y | +137.1% | +44.4% | +92.7% | +123.9% |
| All | +213.1% | +141.2% | +71.9% | +170.8% |
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