+212.2%
GLD vs AG
+77.4%
+134.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +1.1% |
| 7D | +4.9% | +10.8% | -5.9% | +3.1% |
| 30D | -1.3% | -8.2% | +6.8% | 0.0% |
| 3M | -4.8% | -13.7% | +8.9% | -2.7% |
| 6M | -12.5% | -27.3% | +14.8% | -8.7% |
| YTD | -4.2% | -4.6% | +0.3% | -4.9% |
| 1Y | +3.0% | +39.4% | -36.3% | -3.7% |
| 3Y | +109.1% | +244.1% | -135.0% | +63.5% |
| 5Y | +121.6% | +16.8% | +104.8% | +94.8% |
| 10Y | +212.2% | +71.7% | +140.5% | +132.8% |
| All | +212.2% | +77.4% | +134.9% | +132.8% |
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