+816.6%
GLD vs NI
+1,021.5%
-205.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.5% | +2.0% | -2.5% | -0.6% |
| 30D | +4.4% | -3.5% | +7.9% | +4.6% |
| 3M | -1.1% | -9.1% | +8.0% | -0.6% |
| 6M | -13.8% | -11.8% | -1.9% | -13.2% |
| YTD | +2.6% | +1.1% | +1.5% | +2.5% |
| 1Y | +24.5% | +6.7% | +17.8% | +23.9% |
| 3Y | +125.8% | +71.1% | +54.8% | +118.5% |
| 5Y | +137.8% | +94.3% | +43.5% | +128.3% |
| 10Y | +221.4% | +135.8% | +85.6% | +203.8% |
| All | +816.6% | +1,021.5% | -205.0% | +701.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling