+125.9%
GLD vs GTLB
-50.0%
+175.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | +4.9% | -9.6% | +14.5% | +5.1% |
| 30D | -1.3% | -14.5% | +13.2% | -1.2% |
| 3M | -4.8% | +20.9% | -25.7% | -4.9% |
| 6M | -12.5% | +81.4% | -93.9% | -13.0% |
| YTD | -4.2% | +25.6% | -29.8% | -4.4% |
| 1Y | +3.0% | +3.4% | -0.4% | +3.0% |
| 3Y | +109.1% | +8.9% | +100.2% | +108.3% |
| 5Y | +121.6% | -64.0% | +185.5% | +123.1% |
| All | +125.9% | -50.0% | +175.9% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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