-8.1%
GLD vs GM
+22.2%
-30.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.2% |
| 7D | -5.5% | -3.4% | -2.0% | -4.8% |
| 30D | -7.0% | +2.7% | -9.7% | -7.6% |
| 3M | -12.4% | -0.4% | -12.0% | -12.5% |
| 6M | -18.0% | +13.3% | -31.3% | -20.7% |
| YTD | -10.5% | +6.8% | -17.2% | -12.4% |
| 1Y | -8.1% | +21.1% | -29.2% | -11.9% |
| All | -8.1% | +22.2% | -30.3% | -11.9% |
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