+24.5%
GLD vs XLV
+27.5%
-3.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +4.4% | +4.4% | 0.0% | +3.4% |
| 3M | -1.1% | +13.2% | -14.3% | -4.1% |
| 6M | -13.8% | +10.1% | -23.9% | -16.6% |
| YTD | +2.6% | +11.7% | -9.1% | -0.8% |
| 1Y | +24.5% | +26.9% | -2.4% | +19.8% |
| All | +24.5% | +27.5% | -3.0% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling