+205.0%
GLD vs C
+227.2%
-22.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | -2.4% | +7.1% | +4.7% |
| 30D | -0.9% | -6.0% | +5.1% | -0.9% |
| 3M | -4.4% | -10.5% | +6.1% | -4.4% |
| 6M | -13.6% | -5.7% | -7.8% | -13.5% |
| YTD | -6.0% | +4.1% | -10.1% | -5.9% |
| 1Y | +1.8% | +20.5% | -18.7% | +2.1% |
| 3Y | +103.2% | +208.1% | -104.9% | +107.2% |
| 5Y | +119.3% | +110.4% | +8.9% | +121.3% |
| All | +205.0% | +227.2% | -22.2% | +228.8% |
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