+0.3%
GLD vs AG
+32.5%
-32.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.5% |
| 7D | +4.9% | +10.8% | -5.9% | +1.6% |
| 30D | -1.3% | -8.2% | +6.8% | +0.9% |
| 3M | -4.8% | -13.7% | +8.9% | -1.3% |
| 6M | -12.5% | -27.3% | +14.8% | -6.2% |
| YTD | -4.2% | -4.6% | +0.3% | -2.1% |
| All | +0.3% | +32.5% | -32.2% | -1.6% |
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