+128.5%
GLD vs ICE
+47.5%
+81.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +4.4% | +7.6% | -3.2% | +4.0% |
| 3M | -1.1% | +13.9% | -15.0% | -1.9% |
| 6M | -13.8% | -2.4% | -11.4% | -13.9% |
| YTD | +2.6% | +0.3% | +2.4% | +1.9% |
| 1Y | +24.5% | -6.4% | +30.9% | +24.7% |
| All | +128.5% | +47.5% | +81.0% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling