+228.3%
GLD vs GH
+443.7%
-215.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +4.7% | -15.6% | +20.3% | +5.0% |
| 30D | -0.9% | -10.4% | +9.5% | -0.7% |
| 3M | -4.4% | -4.3% | -0.1% | -4.4% |
| 6M | -13.6% | +63.5% | -77.1% | -14.3% |
| YTD | -6.0% | +47.7% | -53.7% | -6.8% |
| 1Y | +1.8% | +56.7% | -55.0% | +0.8% |
| 3Y | +103.2% | +443.9% | -340.7% | +97.3% |
| 5Y | +119.3% | +36.9% | +82.4% | +114.6% |
| All | +228.3% | +443.7% | -215.4% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling