+2.8%
GLD vs GLXY
-57.6%
+60.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -17.0% | +20.7% | +4.8% |
| 7D | -0.3% | -26.8% | +26.5% | +1.7% |
| 30D | -1.9% | -38.3% | +36.5% | +1.2% |
| 3M | -0.4% | -36.9% | +36.5% | +2.1% |
| 6M | -10.2% | -52.1% | +41.9% | -6.3% |
| YTD | -6.0% | -37.5% | +31.5% | -5.5% |
| 1Y | +2.8% | -55.2% | +58.0% | +5.5% |
| All | +2.8% | -57.6% | +60.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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