-7.2%
GLD vs GLW
+30.5%
-37.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.5% |
| 7D | -4.6% | +7.7% | -12.3% | -5.3% |
| 30D | -5.5% | -18.8% | +13.4% | -3.9% |
| 3M | -10.9% | -27.7% | +16.8% | -8.7% |
| 6M | -17.4% | -44.4% | +27.0% | -14.7% |
| YTD | -10.3% | +31.3% | -41.6% | -14.2% |
| 1Y | -7.2% | +40.0% | -47.2% | -11.3% |
| All | -7.2% | +30.5% | -37.6% | -11.3% |
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