+2.8%
GLD vs AG
+29.4%
-26.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.1% | -5.5% | +1.0% |
| 7D | -0.3% | -2.6% | +2.3% | +0.4% |
| 30D | -1.9% | -12.1% | +10.2% | +1.6% |
| 3M | -0.4% | -6.6% | +6.1% | +0.8% |
| 6M | -10.2% | -20.5% | +10.3% | -6.3% |
| YTD | -6.0% | -7.4% | +1.4% | -2.5% |
| 1Y | +2.8% | +33.4% | -30.6% | +2.6% |
| All | +2.8% | +29.4% | -26.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling