+816.6%
GLD vs GIS
+244.5%
+572.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -0.8% |
| 7D | -0.5% | -7.8% | +7.3% | -0.3% |
| 30D | +4.4% | +6.6% | -2.2% | +4.2% |
| 3M | -1.1% | +21.0% | -22.1% | -1.8% |
| 6M | -13.8% | -9.1% | -4.7% | -13.6% |
| YTD | +2.6% | -13.6% | +16.3% | +3.1% |
| 1Y | +24.5% | -18.0% | +42.5% | +25.2% |
| 3Y | +125.8% | -33.7% | +159.5% | +128.4% |
| 5Y | +137.8% | -19.4% | +157.2% | +138.6% |
| 10Y | +221.4% | -21.3% | +242.6% | +222.6% |
| All | +816.6% | +244.5% | +572.1% | +819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling