+208.4%
GLD vs GIS
-18.2%
+226.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +2.8% | +1.5% | +1.3% | +2.8% |
| 30D | -4.0% | +9.2% | -13.1% | -4.3% |
| 3M | -8.2% | -5.4% | -2.9% | -8.1% |
| 6M | -14.8% | +3.4% | -18.3% | -15.1% |
| YTD | -6.8% | -20.5% | +13.7% | -6.0% |
| 1Y | -2.4% | -20.0% | +17.6% | -1.6% |
| 3Y | +105.8% | -38.6% | +144.4% | +109.5% |
| 5Y | +113.3% | -33.1% | +146.4% | +115.8% |
| 10Y | +208.4% | -16.4% | +224.9% | +212.6% |
| All | +208.4% | -18.2% | +226.7% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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