+490.7%
GLD vs AG
+287.4%
+203.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.3% |
| 7D | +1.9% | -2.9% | +4.7% | +2.3% |
| 30D | -1.8% | -15.1% | +13.3% | +0.8% |
| 3M | -3.6% | -15.4% | +11.7% | -1.3% |
| 6M | -10.2% | -21.9% | +11.7% | -7.5% |
| YTD | -5.3% | -10.4% | +5.2% | -5.2% |
| 1Y | +2.5% | +39.8% | -37.4% | -4.8% |
| 3Y | +103.2% | +209.5% | -106.3% | +58.9% |
| 5Y | +121.1% | +12.5% | +108.6% | +93.7% |
| 10Y | +201.9% | +79.5% | +122.4% | +116.7% |
| All | +490.7% | +287.4% | +203.2% | +201.9% |
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