+722.8%
GLD vs XLU
+582.3%
+140.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.0% | +0.5% | -2.4% | -2.0% |
| 30D | -4.4% | +5.3% | -9.7% | -5.1% |
| 3M | -8.9% | +1.2% | -10.1% | -9.1% |
| 6M | -16.0% | -1.6% | -14.4% | -15.9% |
| YTD | -7.9% | +4.8% | -12.6% | -8.5% |
| 1Y | -3.9% | +0.5% | -4.3% | -4.0% |
| 3Y | +103.4% | +58.9% | +44.5% | +92.5% |
| 5Y | +109.7% | +52.7% | +57.0% | +98.9% |
| 10Y | +211.8% | +161.0% | +50.9% | +178.6% |
| All | +722.8% | +582.3% | +140.5% | +540.8% |
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 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