+234.4%
GLD vs GH
+472.2%
-237.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.4% | +1.8% |
| 7D | +4.9% | -7.0% | +11.9% | +5.1% |
| 30D | -1.3% | -5.2% | +3.9% | -1.2% |
| 3M | -4.8% | -5.8% | +1.0% | -4.7% |
| 6M | -12.5% | +65.9% | -78.4% | -13.3% |
| YTD | -4.2% | +55.5% | -59.7% | -5.1% |
| 1Y | +3.0% | +64.2% | -61.1% | +2.0% |
| 3Y | +109.1% | +606.0% | -496.9% | +102.6% |
| 5Y | +121.6% | +47.3% | +74.3% | +116.6% |
| All | +234.4% | +472.2% | -237.8% | +229.3% |
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