+816.6%
GLD vs GSK
+216.7%
+599.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | +4.4% | -2.2% | +6.6% | +4.5% |
| 3M | -1.1% | -1.8% | +0.7% | -1.0% |
| 6M | -13.8% | -10.6% | -3.2% | -13.3% |
| YTD | +2.6% | +4.4% | -1.8% | +2.3% |
| 1Y | +24.5% | +30.4% | -5.9% | +22.4% |
| 3Y | +125.8% | +60.1% | +65.8% | +118.5% |
| 5Y | +137.8% | +46.8% | +91.0% | +130.4% |
| 10Y | +221.4% | +79.2% | +142.2% | +206.9% |
| All | +816.6% | +216.7% | +599.9% | +725.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling