+103.2%
GLD vs COMP
+353.8%
-250.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.5% | -1.3% |
| 7D | +4.7% | +13.4% | -8.7% | +4.0% |
| 30D | -0.9% | +11.1% | -12.0% | -1.5% |
| 3M | -4.4% | -18.8% | +14.4% | -3.8% |
| 6M | -13.6% | +10.5% | -24.1% | -14.2% |
| YTD | -6.0% | -3.4% | -2.6% | -6.7% |
| 1Y | +1.8% | +19.7% | -17.9% | +0.5% |
| 3Y | +103.2% | +381.6% | -278.4% | +88.6% |
| All | +103.2% | +353.8% | -250.6% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling