+41.9%
XLP vs IAU
+103.2%
-61.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +0.7% | +4.7% | -4.0% | +0.6% |
| 30D | +10.3% | -0.9% | +11.1% | +10.2% |
| 3M | +6.5% | -4.4% | +10.9% | +6.6% |
| 6M | +8.4% | -13.5% | +21.9% | +9.2% |
| YTD | +18.2% | -5.9% | +24.1% | +17.8% |
| 1Y | +22.4% | +1.9% | +20.5% | +21.2% |
| 3Y | +41.9% | +104.1% | -62.2% | +26.5% |
| All | +41.9% | +103.2% | -61.4% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling