+211.8%
GLD vs NI
+191.1%
+20.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.0% | +0.6% | -2.5% | -2.0% |
| 30D | -4.4% | +11.2% | -15.7% | -5.3% |
| 3M | -8.9% | +9.2% | -18.1% | -9.6% |
| 6M | -16.0% | -1.8% | -14.1% | -15.9% |
| YTD | -7.9% | +12.0% | -19.9% | -8.9% |
| 1Y | -3.9% | +6.4% | -10.3% | -4.5% |
| 3Y | +103.4% | +99.4% | +4.1% | +91.8% |
| 5Y | +109.7% | +113.1% | -3.4% | +96.7% |
| 10Y | +211.8% | +192.3% | +19.6% | +173.5% |
| All | +211.8% | +191.1% | +20.8% | +173.5% |
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