+105.8%
GLD vs GM
+242.2%
-136.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.8% |
| 30D | -4.0% | +7.2% | -11.2% | -4.2% |
| 3M | -8.2% | +1.0% | -9.3% | -8.4% |
| 6M | -14.8% | +13.0% | -27.9% | -15.2% |
| YTD | -6.8% | +9.8% | -16.6% | -7.2% |
| 1Y | -2.4% | +25.9% | -28.3% | -2.3% |
| 3Y | +105.8% | +240.4% | -134.6% | +100.5% |
| All | +105.8% | +242.2% | -136.4% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling