+216.0%
GLD vs GS
+657.0%
-441.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | +0.9% | -1.5% | -0.5% |
| 30D | +4.4% | -1.6% | +6.0% | +4.4% |
| 3M | -1.1% | -4.5% | +3.4% | -1.1% |
| 6M | -13.8% | +20.9% | -34.7% | -13.7% |
| YTD | +2.6% | +19.9% | -17.2% | +2.7% |
| 1Y | +24.5% | +41.4% | -16.9% | +24.9% |
| 3Y | +125.8% | +239.2% | -113.3% | +130.5% |
| 5Y | +137.8% | +185.0% | -47.2% | +141.6% |
| All | +216.0% | +657.0% | -441.0% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling