+124.5%
GLD vs AU
+624.5%
-500.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +0.3% | +12.8% | -12.5% | -3.4% |
| 3M | +0.6% | +28.5% | -27.8% | -7.2% |
| 6M | -15.6% | +4.8% | -20.4% | -18.3% |
| YTD | +0.9% | +31.0% | -30.1% | -8.0% |
| 1Y | +19.4% | +81.4% | -62.0% | 0.0% |
| 3Y | +124.5% | +618.4% | -494.0% | +37.6% |
| All | +124.5% | +624.5% | -500.0% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling