+142.5%
GLD vs GS
+185.3%
-42.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | +0.9% | -1.5% | -0.6% |
| 30D | +4.4% | -1.6% | +6.0% | +4.5% |
| 3M | -1.1% | -4.5% | +3.4% | -0.9% |
| 6M | -13.8% | +20.9% | -34.7% | -14.5% |
| YTD | +2.6% | +19.9% | -17.2% | +1.8% |
| 1Y | +24.5% | +41.4% | -16.9% | +23.1% |
| 3Y | +125.8% | +239.2% | -113.3% | +119.1% |
| All | +142.5% | +185.3% | -42.7% | +131.6% |
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 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