+140.0%
GLD vs XLU
+43.5%
+96.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | +3.2% | -1.7% | +5.0% | +3.5% |
| 6M | -14.6% | -7.1% | -7.5% | -13.3% |
| YTD | +1.8% | +1.9% | -0.2% | +1.2% |
| 1Y | +20.7% | +6.1% | +14.6% | +19.0% |
| 3Y | +126.5% | +48.8% | +77.7% | +107.1% |
| 5Y | +140.0% | +43.8% | +96.2% | +120.9% |
| All | +140.0% | +43.5% | +96.6% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling