-50.5%
GAU vs SPY
+318.9%
-369.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | -8.5% | -2.0% | -6.5% | -7.3% |
| 30D | +2.9% | -1.7% | +4.5% | +4.0% |
| 3M | +11.3% | +4.7% | +6.6% | +8.5% |
| 6M | -31.0% | +12.5% | -43.5% | -35.1% |
| YTD | -14.6% | +11.7% | -26.3% | -19.3% |
| 1Y | -9.2% | +17.5% | -26.7% | -16.3% |
| 3Y | +242.9% | +76.6% | +166.3% | +150.5% |
| 5Y | +166.7% | +82.0% | +84.6% | +89.1% |
| All | -50.5% | +318.9% | -369.3% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling