+104.8%
GLD vs COMP
+309.8%
-205.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.2% | +9.0% | +1.2% |
| 7D | +1.9% | -1.8% | +3.7% | +1.9% |
| 30D | -1.8% | -0.8% | -1.0% | -1.8% |
| 3M | -3.6% | -28.1% | +24.5% | -2.5% |
| 6M | -10.2% | +27.0% | -37.2% | -11.2% |
| YTD | -5.3% | -12.8% | +7.5% | -5.5% |
| 1Y | +2.5% | +4.9% | -2.4% | +1.8% |
| All | +104.8% | +309.8% | -205.0% | +91.0% |
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