+213.3%
GLD vs GE
+151.9%
+61.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | +0.7% | +1.2% | -0.4% | +0.7% |
| 30D | +0.3% | -9.5% | +9.8% | +0.4% |
| 3M | +0.6% | +4.1% | -3.5% | +0.6% |
| 6M | -15.6% | +3.9% | -19.5% | -15.7% |
| YTD | +0.9% | +9.0% | -8.2% | +0.8% |
| 1Y | +19.4% | +21.9% | -2.6% | +19.3% |
| 3Y | +124.5% | +281.8% | -157.3% | +126.1% |
| 5Y | +138.9% | +436.7% | -297.8% | +140.8% |
| 10Y | +213.3% | +151.5% | +61.7% | +202.2% |
| All | +213.3% | +151.9% | +61.4% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling