+205.0%
GLD vs GLW
+498.6%
-293.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +4.7% | -13.9% | +18.6% | +5.3% |
| 30D | -0.9% | -35.0% | +34.1% | +0.9% |
| 3M | -4.4% | -32.4% | +28.0% | -3.0% |
| 6M | -13.6% | -41.3% | +27.8% | -12.3% |
| YTD | -6.0% | +21.8% | -27.9% | -6.3% |
| 1Y | +1.8% | +21.8% | -20.1% | +1.4% |
| 3Y | +103.2% | +307.7% | -204.5% | +100.6% |
| 5Y | +119.3% | +213.7% | -94.4% | +116.3% |
| All | +205.0% | +498.6% | -293.6% | +207.6% |
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