+96.9%
GLD vs AG
+195.3%
-98.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | -4.6% | -10.0% | +5.4% | -2.4% |
| 30D | -5.5% | -10.5% | +5.0% | -3.3% |
| 3M | -10.9% | -27.3% | +16.4% | -5.2% |
| 6M | -17.4% | -43.0% | +25.5% | -8.6% |
| YTD | -10.3% | -17.9% | +7.6% | -7.4% |
| 1Y | -7.2% | +11.9% | -19.1% | -9.0% |
| 3Y | +96.9% | +201.8% | -104.9% | +58.8% |
| All | +96.9% | +195.3% | -98.4% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling