+207.4%
GLD vs GD
+192.5%
+14.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | +1.9% | -3.9% | +5.8% | +2.0% |
| 30D | -1.8% | +8.1% | -9.8% | -2.2% |
| 3M | -3.6% | -6.8% | +3.1% | -3.4% |
| 6M | -10.2% | +3.0% | -13.2% | -10.4% |
| YTD | -5.3% | +7.8% | -13.0% | -5.6% |
| 1Y | +2.5% | +5.8% | -3.3% | +2.1% |
| 3Y | +103.2% | +55.3% | +47.9% | +100.3% |
| 5Y | +121.1% | +96.7% | +24.4% | +117.7% |
| All | +207.4% | +192.5% | +14.9% | +212.0% |
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