+103.4%
GLD vs AG
+3.1%
+100.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.8% |
| 7D | -5.5% | -6.0% | +0.6% | -4.4% |
| 30D | -7.0% | -14.3% | +7.3% | -4.4% |
| 3M | -12.4% | -26.9% | +14.6% | -7.3% |
| 6M | -18.0% | -42.1% | +24.1% | -10.3% |
| YTD | -10.5% | -15.9% | +5.4% | -8.6% |
| 1Y | -8.1% | +11.5% | -19.6% | -10.6% |
| 3Y | +97.7% | +208.0% | -110.3% | +57.4% |
| 5Y | +103.4% | +2.4% | +101.0% | +81.3% |
| All | +103.4% | +3.1% | +100.3% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling