+118.6%
GLD vs GD
+94.5%
+24.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | +4.7% | -5.0% | +9.7% | +5.2% |
| 30D | -0.9% | +8.9% | -9.8% | -2.0% |
| 3M | -4.4% | -8.0% | +3.6% | -3.6% |
| 6M | -13.6% | +2.9% | -16.5% | -14.1% |
| YTD | -6.0% | +7.1% | -13.1% | -7.0% |
| 1Y | +1.8% | +5.9% | -4.2% | +0.8% |
| 3Y | +103.2% | +53.9% | +49.3% | +93.6% |
| All | +118.6% | +94.5% | +24.0% | +105.1% |
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