+216.9%
GLD vs ICE
+241.0%
-24.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | +4.9% | +1.0% | +3.9% | +4.9% |
| 30D | -1.3% | +11.4% | -12.7% | -1.9% |
| 3M | -4.8% | +16.2% | -20.9% | -5.5% |
| 6M | -12.5% | +12.5% | -25.0% | -13.1% |
| YTD | -4.2% | +8.6% | -12.8% | -4.9% |
| 1Y | +3.0% | +18.4% | -15.3% | +1.9% |
| 3Y | +109.1% | +66.4% | +42.7% | +103.1% |
| 5Y | +121.6% | +37.2% | +84.4% | +115.6% |
| All | +216.9% | +241.0% | -24.0% | +216.4% |
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