+212.2%
GLD vs GD
+185.2%
+27.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.8% |
| 7D | +4.9% | -3.0% | +8.0% | +5.1% |
| 30D | -1.3% | +9.3% | -10.6% | -1.7% |
| 3M | -4.8% | -7.2% | +2.4% | -4.5% |
| 6M | -12.5% | +5.5% | -18.0% | -12.8% |
| YTD | -4.2% | +9.5% | -13.7% | -4.7% |
| 1Y | +3.0% | +6.4% | -3.4% | +2.6% |
| 3Y | +109.1% | +59.8% | +49.3% | +105.9% |
| 5Y | +121.6% | +98.0% | +23.6% | +118.0% |
| 10Y | +212.2% | +177.4% | +34.8% | +221.3% |
| All | +212.2% | +185.2% | +27.1% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling