+212.2%
GLD vs GSK
+101.6%
+110.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.7% |
| 7D | +4.9% | +4.9% | 0.0% | +4.5% |
| 30D | -1.3% | +10.8% | -12.2% | -2.2% |
| 3M | -4.8% | -1.8% | -3.0% | -4.7% |
| 6M | -12.5% | +4.1% | -16.6% | -12.9% |
| YTD | -4.2% | +7.9% | -12.1% | -5.1% |
| 1Y | +3.0% | +14.4% | -11.4% | +1.6% |
| 3Y | +109.1% | +68.1% | +41.0% | +97.2% |
| 5Y | +121.6% | +47.7% | +73.9% | +110.0% |
| 10Y | +212.2% | +100.5% | +111.7% | +177.6% |
| All | +212.2% | +101.6% | +110.6% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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