+2.8%
GLD vs GPN
+20.6%
-17.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +3.7% |
| 7D | -0.3% | +15.0% | -15.3% | -0.4% |
| 30D | -1.9% | +16.9% | -18.8% | -2.1% |
| 3M | -0.4% | +9.2% | -9.6% | -0.4% |
| 6M | -10.2% | +34.7% | -44.9% | -11.3% |
| YTD | -6.0% | +25.4% | -31.4% | -6.7% |
| 1Y | +2.8% | +21.7% | -18.9% | +2.4% |
| All | +2.8% | +20.6% | -17.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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