+118.6%
GLD vs GPC
+3.6%
+115.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +4.7% | +1.6% | +3.1% | +4.7% |
| 30D | -0.9% | -2.1% | +1.2% | -0.8% |
| 3M | -4.4% | -6.8% | +2.4% | -4.2% |
| 6M | -13.6% | +18.6% | -32.2% | -14.0% |
| YTD | -6.0% | +2.7% | -8.7% | -6.2% |
| 1Y | +1.8% | +1.8% | 0.0% | +1.6% |
| 3Y | +103.2% | +1.1% | +102.1% | +102.5% |
| All | +118.6% | +3.6% | +115.0% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling