+20.8%
GLD vs GLXY
-38.8%
+59.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.4% | +0.4% |
| 7D | -4.6% | +5.3% | -9.9% | -4.9% |
| 30D | -5.5% | -19.8% | +14.3% | -4.7% |
| 3M | -10.9% | -31.4% | +20.5% | -9.5% |
| 6M | -17.4% | -53.3% | +35.9% | -15.0% |
| YTD | -10.3% | -35.7% | +25.4% | -9.3% |
| 1Y | -7.2% | -47.2% | +40.0% | -6.0% |
| All | +20.8% | -38.8% | +59.6% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling