+109.7%
GLD vs M
+0.2%
+109.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -2.0% | -3.3% | +1.3% | -1.9% |
| 30D | -4.4% | +8.1% | -12.5% | -4.6% |
| 3M | -8.9% | +2.2% | -11.1% | -9.0% |
| 6M | -16.0% | +35.1% | -51.1% | -16.3% |
| YTD | -7.9% | +15.8% | -23.7% | -8.1% |
| 1Y | -3.9% | +25.8% | -29.7% | -4.2% |
| 3Y | +103.4% | +156.2% | -52.8% | +102.1% |
| 5Y | +109.7% | -2.4% | +112.1% | +106.7% |
| All | +109.7% | +0.2% | +109.5% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling