+165.8%
GLD vs NET
+1,381.0%
-1,215.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +3.7% |
| 7D | -0.3% | -16.4% | +16.1% | +0.1% |
| 30D | -1.9% | -25.8% | +24.0% | -1.3% |
| 3M | -0.4% | -11.5% | +11.1% | -0.3% |
| 6M | -10.2% | +18.9% | -29.1% | -10.6% |
| YTD | -6.0% | +35.2% | -41.2% | -6.8% |
| 1Y | +2.8% | +14.5% | -11.6% | +2.2% |
| 3Y | +101.6% | +313.8% | -212.2% | +94.3% |
| 5Y | +122.2% | +32.6% | +89.6% | +117.0% |
| All | +165.8% | +1,381.0% | -1,215.2% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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