+212.2%
GLD vs GLW
+554.8%
-342.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.4% | +1.5% |
| 7D | +4.9% | -5.9% | +10.8% | +5.1% |
| 30D | -1.3% | -26.0% | +24.7% | -0.1% |
| 3M | -4.8% | -29.9% | +25.1% | -3.5% |
| 6M | -12.5% | -37.8% | +25.3% | -11.5% |
| YTD | -4.2% | +33.1% | -37.4% | -4.9% |
| 1Y | +3.0% | +36.8% | -33.8% | +2.2% |
| 3Y | +109.1% | +356.1% | -247.0% | +105.6% |
| 5Y | +121.6% | +243.8% | -122.2% | +117.6% |
| 10Y | +212.2% | +542.4% | -330.2% | +211.4% |
| All | +212.2% | +554.8% | -342.6% | +211.4% |
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