+816.6%
GLD vs GFI
+464.3%
+352.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | -0.5% | +3.1% | -3.7% | -1.2% |
| 30D | +4.4% | +27.1% | -22.7% | -0.8% |
| 3M | -1.1% | +21.2% | -22.3% | -5.4% |
| 6M | -13.8% | -4.5% | -9.3% | -13.9% |
| YTD | +2.6% | +11.7% | -9.1% | -0.8% |
| 1Y | +24.5% | +46.0% | -21.5% | +13.5% |
| 3Y | +125.8% | +309.6% | -183.7% | +62.6% |
| 5Y | +137.8% | +506.0% | -368.2% | +51.2% |
| 10Y | +221.4% | +1,009.2% | -787.8% | +57.6% |
| All | +816.6% | +464.3% | +352.2% | +340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling