+2.8%
GLD vs GRMN
+40.7%
-37.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.8% | +2.7% |
| 7D | -0.3% | +6.1% | -6.4% | -1.1% |
| 30D | -1.9% | +1.3% | -3.1% | -2.2% |
| 3M | -0.4% | -5.6% | +5.1% | +0.1% |
| 6M | -10.2% | +22.2% | -32.4% | -13.7% |
| YTD | -6.0% | +44.3% | -50.3% | -11.7% |
| 1Y | +2.8% | +43.1% | -40.3% | -3.3% |
| All | +2.8% | +40.7% | -37.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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