+215.4%
GLD vs M
-4.2%
+219.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +2.8% | +5.0% | -2.2% | +2.8% |
| 30D | -4.0% | +10.6% | -14.6% | -3.9% |
| 3M | -8.2% | +1.6% | -9.8% | -8.2% |
| 6M | -14.8% | +30.8% | -45.7% | -14.6% |
| YTD | -6.8% | +16.9% | -23.7% | -6.6% |
| 1Y | -2.4% | +26.3% | -28.6% | -2.1% |
| 3Y | +105.8% | +158.6% | -52.8% | +109.2% |
| 5Y | +113.3% | +2.1% | +111.2% | +114.2% |
| All | +215.4% | -4.2% | +219.7% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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