-3.9%
GLD vs GE
+11.0%
-14.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.4% |
| 7D | -2.0% | +4.0% | -6.0% | -2.7% |
| 30D | -4.4% | +11.1% | -15.5% | -6.3% |
| 3M | -8.9% | -6.7% | -2.2% | -8.3% |
| 6M | -16.0% | +14.3% | -30.3% | -18.9% |
| YTD | -7.9% | +11.7% | -19.6% | -10.9% |
| 1Y | -3.9% | +10.9% | -14.8% | -6.8% |
| All | -3.9% | +11.0% | -14.8% | -6.8% |
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