+21.5%
GLD vs GPC
+2.9%
+18.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +4.4% | +6.0% | -1.6% | +3.7% |
| 3M | -1.1% | +42.6% | -43.7% | -5.7% |
| 6M | -13.8% | +22.8% | -36.5% | -16.7% |
| YTD | +2.6% | +15.5% | -12.8% | +2.4% |
| All | +21.5% | +2.9% | +18.6% | +19.2% |
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 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