+212.2%
GLD vs GE
+165.1%
+47.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.8% |
| 7D | +4.9% | +6.3% | -1.3% | +4.9% |
| 30D | -1.3% | +8.9% | -10.2% | -1.4% |
| 3M | -4.8% | -9.2% | +4.4% | -4.7% |
| 6M | -12.5% | +13.2% | -25.7% | -12.6% |
| YTD | -4.2% | +9.4% | -13.6% | -4.4% |
| 1Y | +3.0% | +9.8% | -6.7% | +2.9% |
| 3Y | +109.1% | +278.2% | -169.1% | +110.5% |
| 5Y | +121.6% | +396.0% | -274.4% | +122.8% |
| 10Y | +212.2% | +162.4% | +49.9% | +194.7% |
| All | +212.2% | +165.1% | +47.1% | +194.7% |
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