+732.3%
GLD vs NI
+1,135.5%
-403.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +2.8% | +1.5% | +1.3% | +2.7% |
| 30D | -4.0% | +11.9% | -15.8% | -4.6% |
| 3M | -8.2% | +9.1% | -17.4% | -8.8% |
| 6M | -14.8% | -1.8% | -13.1% | -14.8% |
| YTD | -6.8% | +11.4% | -18.2% | -7.5% |
| 1Y | -2.4% | +6.4% | -8.8% | -2.8% |
| 3Y | +105.8% | +98.2% | +7.5% | +97.4% |
| 5Y | +113.3% | +110.1% | +3.3% | +103.8% |
| 10Y | +208.4% | +189.0% | +19.5% | +188.6% |
| All | +732.3% | +1,135.5% | -403.2% | +623.8% |
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