+699.7%
GLD vs AU
+180.3%
+519.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -1.7% |
| 7D | -5.5% | -1.1% | -4.4% | -5.3% |
| 30D | -7.0% | -4.4% | -2.6% | -6.2% |
| 3M | -12.4% | -10.0% | -2.4% | -10.6% |
| 6M | -18.0% | -14.5% | -3.5% | -15.9% |
| YTD | -10.5% | +6.4% | -16.8% | -13.0% |
| 1Y | -8.1% | +7.7% | -15.7% | -11.0% |
| 3Y | +97.7% | +514.1% | -416.4% | +27.7% |
| 5Y | +103.4% | +386.5% | -283.1% | +32.9% |
| 10Y | +203.1% | +851.3% | -648.2% | +53.2% |
| All | +699.7% | +180.3% | +519.4% | +353.4% |
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