+816.6%
GLD vs GPN
+597.1%
+219.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.8% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | +4.4% | +5.8% | -1.4% | +4.4% |
| 3M | -1.1% | +37.0% | -38.1% | -1.3% |
| 6M | -13.8% | +20.1% | -33.9% | -13.9% |
| YTD | +2.6% | +20.4% | -17.8% | +2.5% |
| 1Y | +24.5% | +7.4% | +17.1% | +24.4% |
| 3Y | +125.8% | -26.1% | +152.0% | +125.9% |
| 5Y | +137.8% | -38.5% | +176.3% | +137.8% |
| 10Y | +221.4% | +28.4% | +193.0% | +220.7% |
| All | +816.6% | +597.1% | +219.5% | +798.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling