+808.9%
GLD vs XLY
+763.1%
+45.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +0.9% |
| 7D | +0.1% | -2.1% | +2.2% | +0.2% |
| 30D | +0.2% | -6.0% | +6.2% | +0.3% |
| 3M | +3.2% | -2.7% | +6.0% | +3.3% |
| 6M | -14.6% | -1.5% | -13.2% | -14.6% |
| YTD | +1.8% | -5.4% | +7.2% | +1.8% |
| 1Y | +20.7% | -3.8% | +24.6% | +20.8% |
| 3Y | +126.5% | +36.6% | +89.9% | +126.2% |
| 5Y | +140.0% | +27.4% | +112.7% | +139.3% |
| 10Y | +218.2% | +218.2% | 0.0% | +223.0% |
| All | +808.9% | +763.1% | +45.7% | +812.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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