+746.1%
GLD vs GLW
+1,143.6%
-397.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.9% | +13.7% | +1.2% |
| 7D | +1.9% | -19.7% | +21.6% | +2.5% |
| 30D | -1.8% | -38.8% | +37.0% | -0.5% |
| 3M | -3.6% | -33.9% | +30.2% | -2.6% |
| 6M | -10.2% | -36.0% | +25.7% | -9.5% |
| YTD | -5.3% | +18.7% | -24.0% | -5.5% |
| 1Y | +2.5% | +19.8% | -17.3% | +2.1% |
| 3Y | +103.2% | +294.3% | -191.1% | +99.6% |
| 5Y | +121.1% | +205.7% | -84.6% | +117.4% |
| 10Y | +201.9% | +493.8% | -291.9% | +193.9% |
| All | +746.1% | +1,143.6% | -397.5% | +730.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling