+205.0%
GLD vs NDAQ
+475.8%
-270.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +4.7% | +0.8% | +3.9% | +4.7% |
| 30D | -0.9% | +16.5% | -17.4% | -1.5% |
| 3M | -4.4% | +13.5% | -17.9% | -4.9% |
| 6M | -13.6% | +20.9% | -34.5% | -14.3% |
| YTD | -6.0% | +11.4% | -17.4% | -6.6% |
| 1Y | +1.8% | +25.9% | -24.2% | +0.6% |
| 3Y | +103.2% | +119.9% | -16.7% | +95.0% |
| 5Y | +119.3% | +61.7% | +57.6% | +113.3% |
| All | +205.0% | +475.8% | -270.8% | +189.6% |
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