+0.3%
GLD vs GLW
+33.1%
-32.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.4% | +1.1% |
| 7D | +4.9% | -5.9% | +10.8% | +5.3% |
| 30D | -1.3% | -26.0% | +24.7% | +1.2% |
| 3M | -4.8% | -29.9% | +25.1% | -2.1% |
| 6M | -12.5% | -37.8% | +25.3% | -10.8% |
| YTD | -4.2% | +33.1% | -37.4% | -9.0% |
| All | +0.3% | +33.1% | -32.8% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling