+96.9%
GLD vs GFI
+214.8%
-117.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -4.6% | -8.7% | +4.1% | -2.1% |
| 30D | -5.5% | +0.6% | -6.1% | -5.8% |
| 3M | -10.9% | -7.5% | -3.4% | -9.4% |
| 6M | -17.4% | -18.3% | +0.9% | -13.8% |
| YTD | -10.3% | -13.8% | +3.5% | -7.8% |
| 1Y | -7.2% | -8.8% | +1.7% | -6.0% |
| 3Y | +96.9% | +215.8% | -118.9% | +48.7% |
| All | +96.9% | +214.8% | -117.9% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling