+211.8%
GLD vs ICE
+258.7%
-46.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.2% |
| 7D | -2.0% | +3.2% | -5.2% | -2.1% |
| 30D | -4.4% | +14.7% | -19.2% | -5.1% |
| 3M | -8.9% | +19.8% | -28.7% | -9.7% |
| 6M | -16.0% | +15.2% | -31.2% | -16.6% |
| YTD | -7.9% | +12.7% | -20.5% | -8.6% |
| 1Y | -3.9% | +20.4% | -24.3% | -5.0% |
| 3Y | +103.4% | +70.8% | +32.7% | +97.4% |
| 5Y | +109.7% | +43.9% | +65.8% | +103.7% |
| 10Y | +211.8% | +264.8% | -52.9% | +216.1% |
| All | +211.8% | +258.7% | -46.9% | +216.1% |
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