+137.1%
GLD vs XLV
+33.2%
+103.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | -3.4% | -4.4% | +1.0% | -2.8% |
| 30D | -1.1% | -1.4% | +0.3% | -0.9% |
| 3M | +5.8% | +8.9% | -3.0% | +4.7% |
| 6M | -17.1% | +9.1% | -26.1% | -18.1% |
| YTD | 0.0% | +7.9% | -7.9% | -1.1% |
| 1Y | +18.2% | +22.7% | -4.5% | +15.3% |
| 3Y | +122.6% | +31.9% | +90.7% | +115.4% |
| 5Y | +137.1% | +34.9% | +102.2% | +129.0% |
| All | +137.1% | +33.2% | +103.9% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling