+118.6%
GLD vs AG
+12.9%
+105.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | +4.7% | +6.3% | -1.6% | +3.4% |
| 30D | -0.9% | -8.9% | +8.1% | +0.7% |
| 3M | -4.4% | -12.2% | +7.8% | -2.4% |
| 6M | -13.6% | -28.3% | +14.7% | -9.1% |
| YTD | -6.0% | -8.8% | +2.8% | -5.6% |
| 1Y | +1.8% | +39.4% | -37.6% | -4.7% |
| 3Y | +103.2% | +229.4% | -126.2% | +59.5% |
| All | +118.6% | +12.9% | +105.6% | +93.2% |
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 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