+25.5%
GLD vs GLXY
-40.0%
+65.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.5% |
| 7D | +2.8% | -16.2% | +19.0% | +3.6% |
| 30D | -4.0% | -30.6% | +26.6% | -2.4% |
| 3M | -8.2% | -27.7% | +19.5% | -7.0% |
| 6M | -14.8% | -53.3% | +38.5% | -12.2% |
| YTD | -6.8% | -36.9% | +30.1% | -5.7% |
| 1Y | -2.4% | -55.6% | +53.2% | -1.0% |
| All | +25.5% | -40.0% | +65.5% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling