-3.9%
GLD vs ICE
+21.8%
-25.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.1% |
| 7D | -2.0% | +3.2% | -5.2% | -2.0% |
| 30D | -4.4% | +14.7% | -19.2% | -4.5% |
| 3M | -8.9% | +19.8% | -28.7% | -9.0% |
| 6M | -16.0% | +15.2% | -31.2% | -16.7% |
| YTD | -7.9% | +12.7% | -20.5% | -11.5% |
| 1Y | -3.9% | +20.4% | -24.3% | -9.4% |
| All | -3.9% | +21.8% | -25.6% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling