+816.6%
GLD vs GD
+970.1%
-153.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.8% |
| 7D | -0.5% | -5.3% | +4.7% | -0.3% |
| 30D | +4.4% | -6.4% | +10.8% | +4.6% |
| 3M | -1.1% | +5.7% | -6.8% | -1.3% |
| 6M | -13.8% | -0.9% | -12.8% | -13.8% |
| YTD | +2.6% | +8.2% | -5.5% | +2.3% |
| 1Y | +24.5% | +13.4% | +11.1% | +24.0% |
| 3Y | +125.8% | +68.5% | +57.4% | +122.4% |
| 5Y | +137.8% | +97.2% | +40.6% | +133.3% |
| 10Y | +221.4% | +190.2% | +31.2% | +211.6% |
| All | +816.6% | +970.1% | -153.6% | +711.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling