+42.7%
XLP vs IAU
+124.6%
-81.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +3.5% | +1.9% | +1.6% | +3.3% |
| 30D | +11.6% | -1.7% | +13.3% | +11.6% |
| 3M | +7.6% | -3.6% | +11.2% | +7.8% |
| 6M | +10.0% | -10.1% | +20.2% | +10.8% |
| YTD | +19.7% | -5.1% | +24.9% | +19.3% |
| 1Y | +23.5% | +2.6% | +20.9% | +21.9% |
| 3Y | +44.0% | +104.1% | -60.1% | +28.6% |
| 5Y | +42.7% | +122.8% | -80.1% | +20.6% |
| All | +42.7% | +124.6% | -81.9% | +20.6% |
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