+215.0%
GLD vs NYT
+489.9%
-274.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -1.5% | +4.6% | -6.1% | -1.6% |
| 3M | +3.2% | -9.6% | +12.8% | +3.3% |
| 6M | -16.3% | -14.0% | -2.3% | -16.2% |
| YTD | +0.6% | -2.8% | +3.5% | +0.6% |
| 1Y | +19.1% | +15.6% | +3.5% | +18.8% |
| 3Y | +123.5% | +56.3% | +67.2% | +121.7% |
| 5Y | +138.5% | +39.5% | +99.0% | +135.7% |
| All | +215.0% | +489.9% | -274.9% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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