+96.9%
GLD vs GPN
-12.5%
+109.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | +0.2% |
| 7D | -4.6% | -5.6% | +1.1% | -4.6% |
| 30D | -5.5% | +13.6% | -19.1% | -5.4% |
| 3M | -10.9% | -2.8% | -8.1% | -10.8% |
| 6M | -17.4% | +38.1% | -55.5% | -17.4% |
| YTD | -10.3% | +19.9% | -30.2% | -10.4% |
| 1Y | -7.2% | +23.4% | -30.6% | -7.2% |
| 3Y | +96.9% | -12.6% | +109.6% | +91.3% |
| All | +96.9% | -12.5% | +109.4% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling