+124.5%
GLD vs NI
+71.0%
+53.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -1.9% |
| 7D | +0.7% | +2.3% | -1.5% | +0.4% |
| 30D | +0.3% | -1.7% | +2.0% | +0.5% |
| 3M | +0.6% | -8.0% | +8.6% | +1.8% |
| 6M | -15.6% | -8.6% | -6.9% | -14.6% |
| YTD | +0.9% | +2.3% | -1.5% | +0.2% |
| 1Y | +19.4% | +6.9% | +12.4% | +17.8% |
| 3Y | +124.5% | +70.6% | +53.9% | +102.9% |
| All | +124.5% | +71.0% | +53.5% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling