+739.4%
GLD vs GE
+212.0%
+527.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.8% |
| 7D | +4.7% | +7.1% | -2.4% | +4.7% |
| 30D | -0.9% | +6.5% | -7.4% | -0.9% |
| 3M | -4.4% | -13.6% | +9.2% | -4.4% |
| 6M | -13.6% | +6.0% | -19.5% | -13.6% |
| YTD | -6.0% | +5.4% | -11.4% | -6.0% |
| 1Y | +1.8% | +6.5% | -4.7% | +1.8% |
| 3Y | +103.2% | +268.6% | -165.4% | +105.8% |
| 5Y | +119.3% | +389.0% | -269.7% | +122.6% |
| 10Y | +199.5% | +163.3% | +36.2% | +202.8% |
| All | +739.4% | +212.0% | +527.4% | +717.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling