+127.7%
GLD vs NET
+339.9%
-212.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | -0.5% | -7.0% | +6.5% | -0.4% |
| 30D | +4.4% | -4.8% | +9.2% | +4.5% |
| 3M | -1.1% | +3.8% | -4.9% | -1.3% |
| 6M | -13.8% | +50.0% | -63.8% | -14.4% |
| YTD | +2.6% | +41.5% | -38.8% | +1.9% |
| 1Y | +24.5% | +32.8% | -8.3% | +23.7% |
| All | +127.7% | +339.9% | -212.2% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling