+699.7%
GLD vs GE
+219.4%
+480.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.8% |
| 7D | -5.5% | +5.1% | -10.6% | -5.5% |
| 30D | -7.0% | +7.6% | -14.6% | -7.0% |
| 3M | -12.4% | -9.3% | -3.1% | -12.4% |
| 6M | -18.0% | +11.5% | -29.6% | -18.0% |
| YTD | -10.5% | +7.9% | -18.3% | -10.5% |
| 1Y | -8.1% | +7.6% | -15.7% | -8.1% |
| 3Y | +97.7% | +265.9% | -168.2% | +100.1% |
| 5Y | +103.4% | +405.9% | -302.5% | +106.5% |
| 10Y | +203.1% | +149.6% | +53.5% | +206.1% |
| All | +699.7% | +219.4% | +480.3% | +678.5% |
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