+217.1%
GLD vs ASX
+856.9%
-639.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | +2.0% | +2.4% | +4.2% |
| 3M | -1.1% | -1.3% | +0.2% | -1.4% |
| 6M | -13.8% | +71.4% | -85.2% | -17.2% |
| YTD | +2.6% | +135.3% | -132.7% | -3.3% |
| 1Y | +24.5% | +267.5% | -243.0% | +14.4% |
| 3Y | +125.8% | +388.5% | -262.6% | +103.4% |
| 5Y | +137.8% | +417.1% | -279.3% | +111.7% |
| All | +217.1% | +856.9% | -639.8% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling