+211.8%
GLD vs NDAQ
+475.0%
-263.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.0% | 0.0% | -1.9% | -2.0% |
| 30D | -4.4% | +16.3% | -20.8% | -5.1% |
| 3M | -8.9% | +15.8% | -24.7% | -9.5% |
| 6M | -16.0% | +24.8% | -40.8% | -16.8% |
| YTD | -7.9% | +14.1% | -21.9% | -8.5% |
| 1Y | -3.9% | +26.5% | -30.4% | -5.0% |
| 3Y | +103.4% | +119.1% | -15.7% | +95.4% |
| 5Y | +109.7% | +70.9% | +38.8% | +103.5% |
| 10Y | +211.8% | +479.7% | -267.9% | +199.0% |
| All | +211.8% | +475.0% | -263.2% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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