+212.2%
GLD vs C
+229.8%
-17.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.9% |
| 7D | +4.9% | -0.9% | +5.9% | +4.9% |
| 30D | -1.3% | -5.4% | +4.1% | -1.3% |
| 3M | -4.8% | -9.2% | +4.4% | -4.8% |
| 6M | -12.5% | -1.8% | -10.7% | -12.5% |
| YTD | -4.2% | +6.7% | -10.9% | -4.1% |
| 1Y | +3.0% | +23.5% | -20.5% | +3.4% |
| 3Y | +109.1% | +219.8% | -110.7% | +113.3% |
| 5Y | +121.6% | +112.4% | +9.2% | +123.4% |
| 10Y | +212.2% | +220.1% | -7.9% | +236.1% |
| All | +212.2% | +229.8% | -17.6% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling