+338.5%
GAU vs SPY
+78.1%
+260.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.2% |
| 7D | -8.8% | +2.6% | -11.4% | -11.2% |
| 30D | +11.8% | -2.0% | +13.7% | +14.2% |
| 3M | +9.1% | -2.8% | +11.9% | +12.7% |
| 6M | -12.6% | +2.1% | -14.8% | -13.4% |
| YTD | -9.9% | +11.5% | -21.4% | -16.8% |
| 1Y | -0.4% | +13.5% | -13.9% | -9.1% |
| 3Y | +338.5% | +77.7% | +260.8% | +115.4% |
| All | +338.5% | +78.1% | +260.4% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling