-13.6%
GLD vs GIS
+5.6%
-19.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.9% |
| 7D | +4.7% | +3.6% | +1.1% | +4.9% |
| 30D | -0.9% | +13.9% | -14.8% | 0.0% |
| 3M | -4.4% | +0.3% | -4.7% | -4.3% |
| 6M | -13.6% | +5.0% | -18.5% | -11.7% |
| All | -13.6% | +5.6% | -19.2% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling