+751.3%
GLD vs ICE
+2,331.7%
-1,580.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +4.4% | +7.6% | -3.2% | +4.2% |
| 3M | -1.1% | +13.9% | -15.0% | -1.4% |
| 6M | -13.8% | -2.4% | -11.4% | -13.8% |
| YTD | +2.6% | +0.3% | +2.4% | +2.6% |
| 1Y | +24.5% | -6.4% | +30.9% | +24.6% |
| 3Y | +125.8% | +43.1% | +82.7% | +124.1% |
| 5Y | +137.8% | +42.1% | +95.7% | +135.6% |
| 10Y | +221.4% | +220.9% | +0.4% | +214.5% |
| All | +751.3% | +2,331.7% | -1,580.4% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling