+739.4%
GLD vs NOC
+1,532.3%
-793.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +4.7% | -5.8% | +10.5% | +4.9% |
| 30D | -0.9% | +10.9% | -11.8% | -1.4% |
| 3M | -4.4% | -7.1% | +2.7% | -4.2% |
| 6M | -13.6% | -5.3% | -8.2% | -13.5% |
| YTD | -6.0% | -6.8% | +0.8% | -5.7% |
| 1Y | +1.8% | -6.7% | +8.5% | +2.1% |
| 3Y | +103.2% | +17.2% | +86.0% | +102.2% |
| 5Y | +119.3% | +56.3% | +63.1% | +116.5% |
| 10Y | +199.5% | +173.7% | +25.7% | +191.8% |
| All | +739.4% | +1,532.3% | -793.0% | +632.5% |
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