+800.7%
GLD vs XLV
+738.0%
+62.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.6% |
| 7D | +0.7% | -2.6% | +3.4% | +0.8% |
| 30D | +0.3% | +0.9% | -0.6% | +0.3% |
| 3M | +0.6% | +10.0% | -9.4% | +0.3% |
| 6M | -15.6% | +10.4% | -26.0% | -15.9% |
| YTD | +0.9% | +8.9% | -8.0% | +0.6% |
| 1Y | +19.4% | +23.4% | -4.0% | +18.7% |
| 3Y | +124.5% | +33.1% | +91.4% | +122.8% |
| 5Y | +138.9% | +33.3% | +105.7% | +137.1% |
| 10Y | +213.3% | +170.8% | +42.5% | +211.0% |
| All | +800.7% | +738.0% | +62.6% | +796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling