-7.2%
GLD vs XLU
+1.0%
-8.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -4.6% | +2.1% | -6.7% | -5.0% |
| 30D | -5.5% | +5.6% | -11.0% | -6.6% |
| 3M | -10.9% | +0.7% | -11.6% | -11.2% |
| 6M | -17.4% | -0.1% | -17.4% | -17.7% |
| YTD | -10.3% | +5.3% | -15.6% | -12.5% |
| 1Y | -7.2% | +2.2% | -9.3% | -8.8% |
| All | -7.2% | +1.0% | -8.2% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling