+24.5%
GLD vs GM
+52.7%
-28.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.9% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | +4.4% | -1.6% | +6.0% | +4.5% |
| 3M | -1.1% | +5.7% | -6.8% | -1.8% |
| 6M | -13.8% | +12.2% | -25.9% | -14.6% |
| YTD | +2.6% | +8.4% | -5.8% | +1.7% |
| 1Y | +24.5% | +52.3% | -27.8% | +39.1% |
| All | +24.5% | +52.7% | -28.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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