+19.1%
GLD vs AU
+72.0%
-52.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -2.0% | -4.3% | +2.3% | -0.4% |
| 30D | -1.5% | +7.3% | -8.8% | -4.4% |
| 3M | +3.2% | +26.3% | -23.1% | -6.3% |
| 6M | -16.3% | +1.8% | -18.0% | -18.7% |
| YTD | +0.6% | +26.8% | -26.2% | -10.1% |
| 1Y | +19.1% | +66.7% | -47.6% | -2.8% |
| All | +19.1% | +72.0% | -52.9% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling