+2.8%
GLD vs GNRC
+17.5%
-14.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.5% | +13.2% | +4.8% |
| 7D | -0.3% | -6.0% | +5.7% | +0.3% |
| 30D | -1.9% | -12.0% | +10.2% | -0.5% |
| 3M | -0.4% | -13.4% | +13.0% | +0.8% |
| 6M | -10.2% | -26.4% | +16.2% | -7.8% |
| YTD | -6.0% | +38.8% | -44.8% | -12.2% |
| 1Y | +2.8% | +20.9% | -18.1% | -3.2% |
| All | +2.8% | +17.5% | -14.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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