+118.6%
GLD vs C
+107.6%
+10.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | -2.4% | +7.1% | +4.8% |
| 30D | -0.9% | -6.0% | +5.1% | -0.6% |
| 3M | -4.4% | -10.5% | +6.1% | -3.9% |
| 6M | -13.6% | -5.7% | -7.8% | -13.3% |
| YTD | -6.0% | +4.1% | -10.1% | -6.1% |
| 1Y | +1.8% | +20.5% | -18.7% | +1.4% |
| 3Y | +103.2% | +208.1% | -104.9% | +95.7% |
| All | +118.6% | +107.6% | +10.9% | +102.1% |
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 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