+816.6%
GLD vs XLU
+565.9%
+250.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | +4.4% | -1.3% | +5.7% | +4.6% |
| 3M | -1.1% | -1.3% | +0.2% | -1.0% |
| 6M | -13.8% | -7.6% | -6.1% | -13.0% |
| YTD | +2.6% | +2.3% | +0.4% | +2.3% |
| 1Y | +24.5% | +5.8% | +18.7% | +23.6% |
| 3Y | +125.8% | +50.5% | +75.3% | +115.0% |
| 5Y | +137.8% | +44.1% | +93.7% | +127.0% |
| 10Y | +221.4% | +138.2% | +83.2% | +189.8% |
| All | +816.6% | +565.9% | +250.7% | +616.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling