+732.3%
GLD vs AU
+200.3%
+532.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -1.4% |
| 7D | +2.8% | +15.3% | -12.5% | -0.6% |
| 30D | -4.0% | -0.3% | -3.6% | -4.0% |
| 3M | -8.2% | -2.9% | -5.4% | -8.0% |
| 6M | -14.8% | -10.7% | -4.2% | -13.5% |
| YTD | -6.8% | +14.0% | -20.8% | -10.8% |
| 1Y | -2.4% | +32.5% | -34.9% | -9.8% |
| 3Y | +105.8% | +557.9% | -452.2% | +30.8% |
| 5Y | +113.3% | +441.0% | -327.7% | +36.1% |
| 10Y | +208.4% | +816.9% | -608.5% | +57.0% |
| All | +732.3% | +200.3% | +532.0% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling