+216.0%
GLD vs GLW
+771.4%
-555.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.1% |
| 7D | -0.5% | +3.8% | -4.3% | -0.7% |
| 30D | +4.4% | -1.3% | +5.7% | +4.4% |
| 3M | -1.1% | -21.8% | +20.7% | -0.7% |
| 6M | -13.8% | +6.9% | -20.7% | -14.5% |
| YTD | +2.6% | +77.2% | -74.5% | +0.8% |
| 1Y | +24.5% | +123.2% | -98.7% | +22.0% |
| 3Y | +125.8% | +400.0% | -274.1% | +120.0% |
| 5Y | +137.8% | +342.8% | -205.0% | +131.2% |
| All | +216.0% | +771.4% | -555.3% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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