+42.6%
XLP vs IAU
+114.3%
-71.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +2.3% | +2.8% | -0.5% | +2.2% |
| 30D | +9.1% | -4.0% | +13.1% | +9.3% |
| 3M | +7.9% | -8.2% | +16.1% | +8.3% |
| 6M | +9.6% | -14.8% | +24.4% | +10.8% |
| YTD | +19.4% | -6.7% | +26.1% | +19.1% |
| 1Y | +22.4% | -2.2% | +24.6% | +21.4% |
| 3Y | +43.2% | +106.7% | -63.5% | +27.4% |
| 5Y | +42.6% | +114.8% | -72.2% | +20.4% |
| All | +42.6% | +114.3% | -71.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling