+142.5%
GLD vs GE
+430.3%
-287.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.5% | -1.6% | +1.1% | -0.4% |
| 30D | +4.4% | -11.6% | +16.0% | +5.0% |
| 3M | -1.1% | +3.0% | -4.1% | -1.3% |
| 6M | -13.8% | -0.5% | -13.3% | -14.2% |
| YTD | +2.6% | +9.7% | -7.1% | +1.9% |
| 1Y | +24.5% | +20.0% | +4.5% | +23.4% |
| 3Y | +125.8% | +275.8% | -150.0% | +116.4% |
| All | +142.5% | +430.3% | -287.8% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling