+205.6%
GLD vs GS
+450.3%
-244.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.8% |
| 7D | -5.5% | +5.1% | -10.6% | -5.6% |
| 30D | -7.0% | +2.4% | -9.4% | -7.1% |
| 3M | -12.4% | -11.5% | -0.9% | -12.2% |
| 6M | -18.0% | -2.5% | -15.5% | -17.9% |
| YTD | -10.5% | +5.5% | -15.9% | -10.3% |
| 1Y | -8.1% | +11.0% | -19.1% | -7.8% |
| 3Y | +97.7% | +200.1% | -102.4% | +101.5% |
| 5Y | +103.4% | +154.7% | -51.3% | +106.6% |
| All | +205.6% | +450.3% | -244.7% | +224.3% |
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