-2.4%
GLD vs C
+23.2%
-25.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.8% | -0.4% | +3.2% | +2.8% |
| 30D | -4.0% | -5.2% | +1.2% | -3.2% |
| 3M | -8.2% | -9.1% | +0.8% | -6.9% |
| 6M | -14.8% | -1.6% | -13.3% | -14.8% |
| YTD | -6.8% | +6.9% | -13.7% | -8.0% |
| 1Y | -2.4% | +23.0% | -25.3% | -6.7% |
| All | -2.4% | +23.2% | -25.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling