+225.5%
GLD vs GH
+459.8%
-234.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.6% |
| 7D | +2.8% | -11.2% | +14.0% | +3.0% |
| 30D | -4.0% | -7.2% | +3.3% | -3.9% |
| 3M | -8.2% | -7.1% | -1.1% | -8.2% |
| 6M | -14.8% | +62.3% | -77.2% | -15.6% |
| YTD | -6.8% | +52.1% | -58.9% | -7.6% |
| 1Y | -2.4% | +58.6% | -61.0% | -3.3% |
| 3Y | +105.8% | +619.9% | -514.1% | +99.4% |
| 5Y | +113.3% | +49.7% | +63.6% | +108.6% |
| All | +225.5% | +459.8% | -234.3% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling