+211.8%
GLD vs GLW
+570.0%
-358.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.4% | -8.6% | -1.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | -4.4% | -18.2% | +13.8% | -3.7% |
| 3M | -8.9% | -24.2% | +15.3% | -8.0% |
| 6M | -16.0% | -41.7% | +25.7% | -14.8% |
| YTD | -7.9% | +38.3% | -46.2% | -8.7% |
| 1Y | -3.9% | +38.2% | -42.1% | -4.8% |
| 3Y | +103.4% | +363.4% | -260.0% | +99.6% |
| 5Y | +109.7% | +254.6% | -144.8% | +105.5% |
| 10Y | +211.8% | +562.0% | -350.1% | +209.2% |
| All | +211.8% | +570.0% | -358.1% | +209.2% |
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