-3.9%
GLD vs GPC
+2.0%
-5.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -2.0% | -2.1% | +0.1% | -1.7% |
| 30D | -4.4% | -4.5% | +0.1% | -3.9% |
| 3M | -8.9% | -7.7% | -1.2% | -8.0% |
| 6M | -16.0% | +24.3% | -40.3% | -19.3% |
| YTD | -7.9% | +3.5% | -11.3% | -7.9% |
| 1Y | -3.9% | +0.7% | -4.6% | -3.6% |
| All | -3.9% | +2.0% | -5.9% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling