+18.2%
GLD vs GM
+50.1%
-31.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.0% |
| 7D | -3.4% | -1.1% | -2.3% | -3.3% |
| 30D | -1.1% | -3.4% | +2.3% | -0.9% |
| 3M | +5.8% | +8.7% | -2.9% | +5.0% |
| 6M | -17.1% | +15.4% | -32.5% | -17.5% |
| YTD | 0.0% | +6.6% | -6.6% | -0.8% |
| 1Y | +18.2% | +51.5% | -33.3% | +33.1% |
| All | +18.2% | +50.1% | -31.8% | +33.1% |
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