+96.9%
GLD vs M
+158.0%
-61.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.1% |
| 7D | -4.6% | +7.0% | -11.6% | -4.8% |
| 30D | -5.5% | +8.9% | -14.4% | -5.7% |
| 3M | -10.9% | +4.5% | -15.4% | -11.1% |
| 6M | -17.4% | +36.2% | -53.6% | -18.1% |
| YTD | -10.3% | +15.1% | -25.4% | -10.8% |
| 1Y | -7.2% | +27.4% | -34.6% | -7.9% |
| 3Y | +96.9% | +160.1% | -63.2% | +94.6% |
| All | +96.9% | +158.0% | -61.1% | +94.6% |
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