+206.1%
GLD vs GPC
+74.9%
+131.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.6% | +0.4% | -5.0% | -4.6% |
| 30D | -5.5% | -6.3% | +0.8% | -5.3% |
| 3M | -10.9% | -8.2% | -2.7% | -10.8% |
| 6M | -17.4% | +27.1% | -44.5% | -17.8% |
| YTD | -10.3% | +3.1% | -13.4% | -10.4% |
| 1Y | -7.2% | +0.1% | -7.2% | -7.3% |
| 3Y | +96.9% | +0.2% | +96.7% | +96.5% |
| 5Y | +103.8% | +4.9% | +98.9% | +103.4% |
| All | +206.1% | +74.9% | +131.3% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling