+213.1%
GLD vs AU
+694.8%
-481.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.8% |
| 7D | -3.4% | -7.0% | +3.6% | -1.8% |
| 30D | -1.1% | +7.3% | -8.4% | -2.8% |
| 3M | +5.8% | +33.2% | -27.4% | -1.2% |
| 6M | -17.1% | -0.6% | -16.4% | -18.0% |
| YTD | 0.0% | +26.2% | -26.1% | -6.0% |
| 1Y | +18.2% | +68.3% | -50.0% | +4.3% |
| 3Y | +122.6% | +592.1% | -469.5% | +44.7% |
| 5Y | +137.1% | +685.3% | -548.2% | +46.6% |
| All | +213.1% | +694.8% | -481.7% | +80.9% |
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