-13.6%
GLD vs GLXY
-55.9%
+42.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.2% |
| 7D | +4.7% | -14.6% | +19.3% | +5.5% |
| 30D | -0.9% | -36.2% | +35.3% | +2.4% |
| 3M | -4.4% | -30.1% | +25.7% | -2.1% |
| 6M | -13.6% | -56.1% | +42.5% | -7.4% |
| All | -13.6% | -55.9% | +42.4% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling