+96.9%
GLD vs GH
+584.3%
-487.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | -4.6% | +0.6% | -5.1% | -4.6% |
| 30D | -5.5% | -6.9% | +1.5% | -5.3% |
| 3M | -10.9% | -4.9% | -6.0% | -10.8% |
| 6M | -17.4% | +54.1% | -71.5% | -18.8% |
| YTD | -10.3% | +48.5% | -58.8% | -12.0% |
| 1Y | -7.2% | +61.2% | -68.3% | -9.2% |
| 3Y | +96.9% | +570.3% | -473.4% | +85.4% |
| All | +96.9% | +584.3% | -487.3% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling