+104.1%
GLD vs C
+111.5%
-7.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | +4.2% | -8.7% | -4.8% |
| 30D | -5.5% | +2.0% | -7.4% | -5.6% |
| 3M | -10.9% | -10.1% | -0.8% | -10.5% |
| 6M | -17.4% | +1.0% | -18.4% | -17.5% |
| YTD | -10.3% | +8.5% | -18.8% | -10.6% |
| 1Y | -7.2% | +25.7% | -32.9% | -7.7% |
| 3Y | +96.9% | +216.0% | -119.1% | +89.4% |
| All | +104.1% | +111.5% | -7.4% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling