+205.0%
GLD vs ASX
+754.3%
-549.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.2% |
| 7D | +4.7% | -19.9% | +24.6% | +6.0% |
| 30D | -0.9% | -30.9% | +30.0% | +1.3% |
| 3M | -4.4% | -15.1% | +10.7% | -3.7% |
| 6M | -13.6% | -6.5% | -7.1% | -13.9% |
| YTD | -6.0% | +98.4% | -104.4% | -10.7% |
| 1Y | +1.8% | +107.9% | -106.1% | -3.6% |
| 3Y | +103.2% | +325.3% | -222.1% | +84.2% |
| 5Y | +119.3% | +447.3% | -328.0% | +94.7% |
| All | +205.0% | +754.3% | -549.3% | +156.4% |
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