+539.9%
GLD vs AG
+445.6%
+94.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.5% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | +4.4% | +19.2% | -14.8% | +1.3% |
| 3M | -1.1% | +6.2% | -7.2% | -2.6% |
| 6M | -13.8% | -26.7% | +12.9% | -10.5% |
| YTD | +2.6% | +26.1% | -23.5% | -2.7% |
| 1Y | +24.5% | +131.7% | -107.1% | +6.3% |
| 3Y | +125.8% | +255.3% | -129.5% | +71.9% |
| 5Y | +137.8% | +61.9% | +75.9% | +96.4% |
| 10Y | +221.4% | +72.0% | +149.4% | +131.5% |
| All | +539.9% | +445.6% | +94.2% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling