-2.4%
GLD vs NDAQ
+27.8%
-30.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.7% |
| 7D | +2.8% | +2.9% | 0.0% | +2.7% |
| 30D | -4.0% | +17.5% | -21.4% | -4.4% |
| 3M | -8.2% | +15.4% | -23.7% | -8.6% |
| 6M | -14.8% | +24.6% | -39.5% | -15.5% |
| YTD | -6.8% | +14.4% | -21.2% | -9.9% |
| 1Y | -2.4% | +26.9% | -29.3% | -9.5% |
| All | -2.4% | +27.8% | -30.2% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling