+140.0%
GLD vs GPN
-46.4%
+186.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.9% |
| 7D | +0.1% | -6.2% | +6.4% | +0.2% |
| 30D | +0.2% | +1.0% | -0.8% | +0.2% |
| 3M | +3.2% | +36.9% | -33.7% | +3.0% |
| 6M | -14.6% | +16.8% | -31.4% | -14.8% |
| YTD | +1.8% | +13.2% | -11.5% | +1.6% |
| 1Y | +20.7% | +1.4% | +19.3% | +20.5% |
| 3Y | +126.5% | -28.6% | +155.1% | +126.4% |
| 5Y | +140.0% | -47.0% | +187.0% | +134.3% |
| All | +140.0% | -46.4% | +186.4% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling