+2.8%
GLD vs GE
+8.3%
-5.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | +3.2% |
| 7D | -0.3% | +9.4% | -9.7% | -1.9% |
| 30D | -1.9% | +7.5% | -9.4% | -3.2% |
| 3M | -0.4% | -12.5% | +12.1% | +1.5% |
| 6M | -10.2% | +17.8% | -27.9% | -13.8% |
| YTD | -6.0% | +7.4% | -13.4% | -8.5% |
| 1Y | +2.8% | +8.9% | -6.1% | +0.6% |
| All | +2.8% | +8.3% | -5.5% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 1y: compounded portfolio wealth divided by compounded GE 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…
1y analysis · Full analysis span regression · 6 months rolling