+205.6%
GLD vs C
+216.7%
-11.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -5.5% | +4.7% | -10.2% | -5.5% |
| 30D | -7.0% | +0.2% | -7.2% | -7.0% |
| 3M | -12.4% | -9.3% | -3.0% | -12.4% |
| 6M | -18.0% | -0.8% | -17.2% | -18.0% |
| YTD | -10.5% | +8.5% | -19.0% | -10.3% |
| 1Y | -8.1% | +23.1% | -31.1% | -7.8% |
| 3Y | +97.7% | +220.8% | -123.1% | +101.5% |
| 5Y | +103.4% | +112.4% | -9.0% | +104.9% |
| All | +205.6% | +216.7% | -11.0% | +228.4% |
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