+205.6%
GLD vs AU
+832.2%
-626.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -1.7% |
| 7D | -5.5% | -1.1% | -4.4% | -5.3% |
| 30D | -7.0% | -4.4% | -2.6% | -6.2% |
| 3M | -12.4% | -10.0% | -2.4% | -10.5% |
| 6M | -18.0% | -14.5% | -3.5% | -15.9% |
| YTD | -10.5% | +6.4% | -16.8% | -12.8% |
| 1Y | -8.1% | +7.7% | -15.7% | -10.8% |
| 3Y | +97.7% | +514.1% | -416.4% | +32.7% |
| 5Y | +103.4% | +386.5% | -283.1% | +38.1% |
| All | +205.6% | +832.2% | -626.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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