+102.3%
GLD vs ASX
+396.7%
-294.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.6% | -7.7% | -1.8% |
| 7D | -2.0% | +0.8% | -2.8% | -2.4% |
| 30D | -4.4% | -20.4% | +16.0% | -2.6% |
| 3M | -8.9% | -2.1% | -6.8% | -9.3% |
| 6M | -16.0% | +8.2% | -24.2% | -17.9% |
| YTD | -7.9% | +137.3% | -145.1% | -17.3% |
| 1Y | -3.9% | +155.0% | -158.9% | -14.4% |
| All | +102.3% | +396.7% | -294.4% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling