-10.2%
GLD vs GLW
-36.9%
+26.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.9% | +13.7% | +1.7% |
| 7D | +1.9% | -19.7% | +21.6% | +3.4% |
| 30D | -1.8% | -38.8% | +37.0% | +1.6% |
| 3M | -3.6% | -33.9% | +30.2% | -1.0% |
| 6M | -10.2% | -36.0% | +25.7% | -10.7% |
| All | -10.2% | -36.9% | +26.7% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling