+124.5%
GLD vs XLU
+51.6%
+72.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +0.7% | +2.1% | -1.3% | +0.2% |
| 30D | +0.3% | -0.4% | +0.7% | +0.4% |
| 3M | +0.6% | +0.5% | +0.1% | +0.3% |
| 6M | -15.6% | -5.8% | -9.8% | -14.4% |
| YTD | +0.9% | +3.1% | -2.3% | -0.1% |
| 1Y | +19.4% | +8.1% | +11.3% | +17.0% |
| 3Y | +124.5% | +50.5% | +73.9% | +101.7% |
| All | +124.5% | +51.6% | +72.9% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling