+142.5%
GLD vs GD
+97.9%
+44.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.6% |
| 7D | -0.5% | -5.3% | +4.7% | +0.1% |
| 30D | +4.4% | -6.4% | +10.8% | +5.2% |
| 3M | -1.1% | +5.7% | -6.8% | -1.8% |
| 6M | -13.8% | -0.9% | -12.8% | -13.8% |
| YTD | +2.6% | +8.2% | -5.5% | +1.6% |
| 1Y | +24.5% | +13.4% | +11.1% | +22.7% |
| 3Y | +125.8% | +68.5% | +57.4% | +114.4% |
| All | +142.5% | +97.9% | +44.6% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling