+816.6%
GLD vs AU
+249.0%
+567.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -0.5% | -3.6% | +3.1% | +0.3% |
| 30D | +4.4% | +23.9% | -19.5% | -0.7% |
| 3M | -1.1% | +19.1% | -20.2% | -5.4% |
| 6M | -13.8% | -0.2% | -13.6% | -14.8% |
| YTD | +2.6% | +32.5% | -29.8% | -4.8% |
| 1Y | +24.5% | +96.9% | -72.4% | +5.4% |
| 3Y | +125.8% | +614.7% | -488.9% | +40.3% |
| 5Y | +137.8% | +647.7% | -509.9% | +41.5% |
| 10Y | +221.4% | +679.2% | -457.8% | +69.2% |
| All | +816.6% | +249.0% | +567.6% | +395.7% |
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 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