+19.4%
GLD vs AG
+123.1%
-103.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +0.7% | +4.5% | -3.7% | -0.5% |
| 30D | +0.3% | +12.9% | -12.5% | -3.2% |
| 3M | +0.6% | +20.9% | -20.3% | -5.3% |
| 6M | -15.6% | -19.5% | +3.9% | -12.8% |
| YTD | +0.9% | +24.8% | -23.9% | -5.3% |
| 1Y | +19.4% | +120.2% | -100.9% | +4.2% |
| All | +19.4% | +123.1% | -103.7% | +4.2% |
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