+137.1%
GLD vs GFI
+515.1%
-378.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -1.1% |
| 7D | -3.4% | -5.1% | +1.8% | -2.2% |
| 30D | -1.1% | +13.4% | -14.6% | -4.1% |
| 3M | +5.8% | +36.2% | -30.4% | -2.1% |
| 6M | -17.1% | -9.8% | -7.2% | -16.3% |
| YTD | 0.0% | +7.7% | -7.7% | -2.6% |
| 1Y | +18.2% | +27.2% | -9.0% | +10.8% |
| 3Y | +122.6% | +300.3% | -177.7% | +65.1% |
| 5Y | +137.1% | +539.8% | -402.7% | +52.2% |
| All | +137.1% | +515.1% | -378.1% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling