+102.3%
GLD vs XLU
+59.2%
+43.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.0% | +0.5% | -2.4% | -2.1% |
| 30D | -4.4% | +5.3% | -9.7% | -5.7% |
| 3M | -8.9% | +1.2% | -10.1% | -9.3% |
| 6M | -16.0% | -1.6% | -14.4% | -15.8% |
| YTD | -7.9% | +4.8% | -12.6% | -9.2% |
| 1Y | -3.9% | +0.5% | -4.3% | -4.3% |
| All | +102.3% | +59.2% | +43.1% | +73.9% |
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