+121.1%
GLD vs GS
+138.4%
-17.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +1.4% |
| 7D | +1.9% | -6.3% | +8.2% | +2.4% |
| 30D | -1.8% | -3.1% | +1.4% | -1.5% |
| 3M | -3.6% | -17.7% | +14.0% | -2.2% |
| 6M | -10.2% | -4.6% | -5.7% | -9.6% |
| YTD | -5.3% | +0.3% | -5.6% | -4.8% |
| 1Y | +2.5% | +11.7% | -9.3% | +2.7% |
| 3Y | +103.2% | +183.6% | -80.4% | +98.1% |
| 5Y | +121.1% | +141.0% | -19.9% | +111.5% |
| All | +121.1% | +138.4% | -17.3% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling