+44.8%
XLP vs IAU
+99.0%
-54.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.5% | -4.6% | +7.1% | +2.7% |
| 30D | +7.3% | -5.4% | +12.7% | +7.4% |
| 3M | +8.1% | -10.9% | +19.0% | +8.4% |
| 6M | +10.5% | -17.4% | +27.8% | +11.5% |
| YTD | +21.2% | -10.2% | +31.4% | +20.9% |
| 1Y | +22.7% | -7.1% | +29.8% | +22.1% |
| 3Y | +44.8% | +97.7% | -52.9% | +28.5% |
| All | +44.8% | +99.0% | -54.2% | +28.5% |
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