+207.9%
GLD vs GM
+238.5%
-30.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.8% |
| 7D | -0.5% | +1.9% | -2.5% | -0.5% |
| 30D | +4.4% | -1.4% | +5.8% | +4.4% |
| 3M | -1.1% | +5.9% | -7.0% | -1.1% |
| 6M | -13.8% | +12.4% | -26.2% | -13.8% |
| YTD | +2.6% | +8.6% | -6.0% | +2.6% |
| 1Y | +24.5% | +52.6% | -28.1% | +24.8% |
| 3Y | +125.8% | +169.7% | -43.8% | +126.4% |
| 5Y | +137.8% | +87.5% | +50.2% | +138.1% |
| 10Y | +221.4% | +233.0% | -11.6% | +222.0% |
| All | +207.9% | +238.5% | -30.5% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling