+218.2%
GLD vs NI
+136.8%
+81.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.0% |
| 7D | +0.1% | +1.3% | -1.1% | 0.0% |
| 30D | +0.2% | -0.3% | +0.5% | +0.2% |
| 3M | +3.2% | -9.5% | +12.7% | +4.1% |
| 6M | -14.6% | -10.2% | -4.4% | -13.9% |
| YTD | +1.8% | +1.8% | 0.0% | +1.5% |
| 1Y | +20.7% | +5.7% | +15.1% | +20.0% |
| 3Y | +126.5% | +69.6% | +56.9% | +116.0% |
| 5Y | +140.0% | +95.8% | +44.3% | +126.4% |
| 10Y | +218.2% | +145.1% | +73.1% | +186.6% |
| All | +218.2% | +136.8% | +81.4% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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