+739.4%
GLD vs NDAQ
+5,216.3%
-4,476.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -4.4% | +13.5% | -17.9% | -4.6% |
| 6M | -13.6% | +20.9% | -34.5% | -13.9% |
| YTD | -6.0% | +11.4% | -17.4% | -6.3% |
| 1Y | +1.8% | +25.9% | -24.2% | +1.3% |
| 3Y | +103.2% | +119.9% | -16.7% | +100.0% |
| 5Y | +119.3% | +61.7% | +57.6% | +116.8% |
| 10Y | +199.5% | +481.6% | -282.1% | +190.3% |
| All | +739.4% | +5,216.3% | -4,476.9% | +687.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling