+127.7%
GLD vs M
+117.7%
+10.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | -0.5% | +4.7% | -5.2% | -0.6% |
| 30D | +4.4% | -9.6% | +14.0% | +4.6% |
| 3M | -1.1% | +0.9% | -1.9% | -1.1% |
| 6M | -13.8% | +22.3% | -36.1% | -14.1% |
| YTD | +2.6% | +6.5% | -3.9% | +2.4% |
| 1Y | +24.5% | +38.8% | -14.3% | +23.4% |
| All | +127.7% | +117.7% | +10.0% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling