+121.1%
GLD vs LSCC
+18.7%
+102.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.4% | +1.2% |
| 7D | +1.9% | -4.8% | +6.7% | +2.1% |
| 30D | -1.8% | -27.1% | +25.3% | -0.4% |
| 3M | -3.6% | -23.6% | +20.0% | -2.6% |
| 6M | -10.2% | -19.8% | +9.6% | -9.6% |
| YTD | -5.3% | +33.2% | -38.5% | -6.2% |
| 1Y | +2.5% | +55.2% | -52.8% | +1.0% |
| 3Y | +103.2% | +70.1% | +33.1% | +98.4% |
| 5Y | +121.1% | +19.5% | +101.6% | +112.4% |
| All | +121.1% | +18.7% | +102.4% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 5y: compounded portfolio wealth divided by compounded LSCC 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…
5y analysis · Full analysis span regression · 6 months rolling