+206.1%
GLD vs GLW
+526.2%
-320.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.3% |
| 7D | -4.6% | +7.7% | -12.3% | -4.9% |
| 30D | -5.5% | -18.8% | +13.4% | -4.7% |
| 3M | -10.9% | -27.7% | +16.8% | -9.8% |
| 6M | -17.4% | -44.4% | +27.0% | -16.1% |
| YTD | -10.3% | +31.3% | -41.6% | -10.9% |
| 1Y | -7.2% | +40.0% | -47.2% | -7.9% |
| 3Y | +96.9% | +339.2% | -242.3% | +93.6% |
| 5Y | +103.8% | +229.2% | -125.4% | +100.1% |
| All | +206.1% | +526.2% | -320.1% | +204.1% |
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