+816.6%
GLD vs GPC
+532.0%
+284.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.8% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +4.4% | +6.0% | -1.6% | +4.4% |
| 3M | -1.1% | +42.6% | -43.7% | -0.8% |
| 6M | -13.8% | +22.8% | -36.5% | -13.7% |
| YTD | +2.6% | +15.5% | -12.8% | +2.8% |
| 1Y | +24.5% | +2.0% | +22.5% | +24.4% |
| 3Y | +125.8% | -1.4% | +127.3% | +125.8% |
| 5Y | +137.8% | +30.6% | +107.2% | +139.5% |
| 10Y | +221.4% | +80.6% | +140.8% | +225.4% |
| All | +816.6% | +532.0% | +284.6% | +893.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling