+215.4%
GLD vs AG
+74.5%
+141.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.2% | -1.7% |
| 7D | +2.8% | +6.0% | -3.1% | +1.7% |
| 30D | -4.0% | -13.5% | +9.6% | -1.7% |
| 3M | -8.2% | -20.7% | +12.4% | -4.9% |
| 6M | -14.8% | -31.5% | +16.7% | -10.3% |
| YTD | -6.8% | -10.1% | +3.3% | -6.5% |
| 1Y | -2.4% | +26.0% | -28.4% | -7.2% |
| 3Y | +105.8% | +228.9% | -123.1% | +62.3% |
| 5Y | +113.3% | +8.7% | +104.6% | +89.9% |
| All | +215.4% | +74.5% | +141.0% | +133.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling