+166.7%
GAU vs SPY
+81.0%
+85.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -0.9% | -0.4% | -0.5% | -0.5% |
| 30D | +12.0% | -1.4% | +13.4% | +13.4% |
| 3M | +9.3% | +3.7% | +5.6% | +6.4% |
| 6M | -28.7% | +13.0% | -41.7% | -34.5% |
| YTD | -11.5% | +12.4% | -23.9% | -18.2% |
| 1Y | -12.5% | +18.5% | -31.0% | -21.8% |
| 3Y | +255.6% | +77.6% | +177.9% | +133.8% |
| 5Y | +166.7% | +81.7% | +85.0% | +61.3% |
| All | +166.7% | +81.0% | +85.7% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling