+205.6%
GLD vs AG
+80.4%
+125.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.9% |
| 7D | -5.5% | -6.0% | +0.6% | -4.5% |
| 30D | -7.0% | -14.3% | +7.3% | -4.7% |
| 3M | -12.4% | -26.9% | +14.6% | -7.9% |
| 6M | -18.0% | -42.1% | +24.1% | -11.1% |
| YTD | -10.5% | -15.9% | +5.4% | -9.1% |
| 1Y | -8.1% | +11.5% | -19.6% | -10.9% |
| 3Y | +97.7% | +208.0% | -110.3% | +57.6% |
| 5Y | +103.4% | +2.4% | +101.0% | +82.9% |
| All | +205.6% | +80.4% | +125.3% | +130.0% |
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