+211.8%
GLD vs M
-5.1%
+217.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -2.0% | -3.3% | +1.3% | -2.0% |
| 30D | -4.4% | +8.1% | -12.5% | -4.4% |
| 3M | -8.9% | +2.2% | -11.1% | -8.9% |
| 6M | -16.0% | +35.1% | -51.1% | -15.7% |
| YTD | -7.9% | +15.8% | -23.7% | -7.7% |
| 1Y | -3.9% | +25.8% | -29.7% | -3.6% |
| 3Y | +103.4% | +156.2% | -52.8% | +106.8% |
| 5Y | +109.7% | -2.4% | +112.1% | +110.4% |
| 10Y | +211.8% | -7.1% | +219.0% | +209.4% |
| All | +211.8% | -5.1% | +217.0% | +209.4% |
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