+101.4%
XLP vs IAU
+224.2%
-122.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -0.9% | +4.4% | -5.3% | -1.3% |
| 3M | +3.8% | -1.1% | +4.9% | +3.9% |
| 6M | -1.7% | -13.7% | +12.0% | -0.3% |
| YTD | +10.3% | +2.7% | +7.5% | +9.3% |
| 1Y | +7.8% | +24.6% | -16.8% | +4.3% |
| 3Y | +27.2% | +126.8% | -99.7% | +13.1% |
| 5Y | +32.5% | +139.5% | -107.0% | +16.2% |
| All | +101.4% | +224.2% | -122.9% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling