+589.7%
XLP vs IAU
+801.0%
-211.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +3.5% | +1.9% | +1.6% | +3.4% |
| 30D | +11.6% | -1.7% | +13.3% | +11.6% |
| 3M | +7.6% | -3.6% | +11.2% | +7.7% |
| 6M | +10.0% | -10.1% | +20.2% | +10.2% |
| YTD | +19.7% | -5.1% | +24.9% | +19.8% |
| 1Y | +23.5% | +2.6% | +20.9% | +23.3% |
| 3Y | +44.0% | +104.1% | -60.1% | +41.8% |
| 5Y | +42.7% | +122.8% | -80.1% | +40.2% |
| 10Y | +131.3% | +206.5% | -75.2% | +128.5% |
| All | +589.7% | +801.0% | -211.3% | +614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling