+816.6%
GLD vs NOC
+1,501.2%
-684.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -0.5% | -5.2% | +4.7% | -0.3% |
| 30D | +4.4% | -7.2% | +11.6% | +4.7% |
| 3M | -1.1% | -5.1% | +4.0% | -0.9% |
| 6M | -13.8% | -31.1% | +17.3% | -12.5% |
| YTD | +2.6% | -8.6% | +11.2% | +3.1% |
| 1Y | +24.5% | -9.7% | +34.2% | +25.1% |
| 3Y | +125.8% | +24.3% | +101.6% | +124.6% |
| 5Y | +137.8% | +52.6% | +85.2% | +135.0% |
| 10Y | +221.4% | +183.6% | +37.8% | +213.2% |
| All | +816.6% | +1,501.2% | -684.6% | +700.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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