+140.0%
GLD vs AU
+688.4%
-548.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +0.2% | +12.3% | -12.1% | -3.0% |
| 3M | +3.2% | +29.4% | -26.1% | -4.2% |
| 6M | -14.6% | +3.2% | -17.9% | -16.7% |
| YTD | +1.8% | +31.8% | -30.0% | -6.7% |
| 1Y | +20.7% | +83.4% | -62.7% | +2.0% |
| 3Y | +126.5% | +623.1% | -496.6% | +37.5% |
| 5Y | +140.0% | +700.5% | -560.5% | +34.7% |
| All | +140.0% | +688.4% | -548.4% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling