+205.0%
GLD vs GS
+494.8%
-289.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -3.2% | +7.9% | +4.8% |
| 30D | -0.9% | -2.4% | +1.5% | -0.8% |
| 3M | -4.4% | -15.7% | +11.3% | -4.1% |
| 6M | -13.6% | -6.8% | -6.8% | -13.3% |
| YTD | -6.0% | -0.1% | -5.9% | -5.7% |
| 1Y | +1.8% | +12.1% | -10.3% | +2.3% |
| 3Y | +103.2% | +185.8% | -82.6% | +107.7% |
| 5Y | +119.3% | +140.1% | -20.8% | +123.3% |
| All | +205.0% | +494.8% | -289.9% | +230.9% |
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