+252.2%
GLD vs GH
+480.1%
-227.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | +0.7% | -2.1% | +2.8% | +0.8% |
| 30D | +0.3% | -4.5% | +4.8% | +0.4% |
| 3M | +0.6% | +28.9% | -28.3% | +0.2% |
| 6M | -15.6% | +76.5% | -92.1% | -16.4% |
| YTD | +0.9% | +57.6% | -56.7% | -0.1% |
| 1Y | +19.4% | +167.5% | -148.2% | +17.4% |
| 3Y | +124.5% | +377.4% | -252.9% | +118.2% |
| 5Y | +138.9% | +23.8% | +115.1% | +133.9% |
| All | +252.2% | +480.1% | -227.9% | +246.9% |
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