+105.8%
GLD vs GLW
+338.3%
-232.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.4% |
| 7D | +2.8% | -11.1% | +13.9% | +3.6% |
| 30D | -4.0% | -28.4% | +24.5% | -1.5% |
| 3M | -8.2% | -28.8% | +20.5% | -6.1% |
| 6M | -14.8% | -39.8% | +25.0% | -12.9% |
| YTD | -6.8% | +28.7% | -35.5% | -9.6% |
| 1Y | -2.4% | +27.7% | -30.1% | -5.4% |
| 3Y | +105.8% | +331.3% | -225.6% | +89.7% |
| All | +105.8% | +338.3% | -232.5% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling