+739.3%
GLD vs GD
+991.7%
-252.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +3.8% |
| 7D | -0.3% | +3.0% | -3.2% | -0.4% |
| 30D | -1.9% | +10.5% | -12.4% | -2.2% |
| 3M | -0.4% | -5.0% | +4.5% | -0.3% |
| 6M | -10.2% | +5.5% | -15.7% | -10.4% |
| YTD | -6.0% | +10.3% | -16.4% | -6.4% |
| 1Y | +2.8% | +8.2% | -5.3% | +2.5% |
| 3Y | +101.6% | +59.0% | +42.6% | +98.6% |
| 5Y | +122.2% | +104.3% | +17.9% | +117.7% |
| 10Y | +199.5% | +202.4% | -3.0% | +189.9% |
| All | +739.3% | +991.7% | -252.4% | +642.3% |
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 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