+205.6%
GLD vs ICE
+258.3%
-52.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | -5.5% | +2.2% | -7.7% | -5.6% |
| 30D | -7.0% | +13.7% | -20.7% | -7.6% |
| 3M | -12.4% | +17.9% | -30.3% | -13.1% |
| 6M | -18.0% | +15.0% | -33.0% | -18.7% |
| YTD | -10.5% | +10.9% | -21.4% | -11.1% |
| 1Y | -8.1% | +17.0% | -25.1% | -9.0% |
| 3Y | +97.7% | +68.2% | +29.5% | +92.0% |
| 5Y | +103.4% | +40.4% | +63.0% | +97.8% |
| All | +205.6% | +258.3% | -52.7% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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