+215.0%
GLD vs NTRS
+259.9%
-44.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | -2.0% | +1.4% | -3.3% | -2.0% |
| 30D | -1.5% | -0.7% | -0.9% | -1.5% |
| 3M | +3.2% | +11.3% | -8.1% | +3.3% |
| 6M | -16.3% | +35.5% | -51.8% | -15.9% |
| YTD | +0.6% | +40.6% | -40.0% | +1.1% |
| 1Y | +19.1% | +49.2% | -30.1% | +19.9% |
| 3Y | +123.5% | +167.2% | -43.7% | +128.2% |
| 5Y | +138.5% | +94.9% | +43.6% | +141.2% |
| All | +215.0% | +259.9% | -44.9% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling