+746.1%
GLD vs ASX
+3,163.7%
-2,417.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -20.8% | +21.6% | +1.9% |
| 7D | +1.9% | -33.3% | +35.2% | +3.9% |
| 30D | -1.8% | -36.5% | +34.7% | +0.3% |
| 3M | -3.6% | -19.2% | +15.6% | -2.9% |
| 6M | -10.2% | -10.2% | 0.0% | -10.3% |
| YTD | -5.3% | +86.5% | -91.7% | -8.7% |
| 1Y | +2.5% | +89.6% | -87.2% | -1.4% |
| 3Y | +103.2% | +298.6% | -195.4% | +88.2% |
| 5Y | +121.1% | +414.3% | -293.2% | +101.2% |
| 10Y | +201.9% | +711.1% | -509.2% | +165.9% |
| All | +746.1% | +3,163.7% | -2,417.6% | +569.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling