+137.1%
GLD vs NYT
+39.3%
+97.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.4% | -0.7% | -2.6% | -3.4% |
| 30D | -1.1% | +4.5% | -5.6% | -1.2% |
| 3M | +5.8% | -8.5% | +14.3% | +5.8% |
| 6M | -17.1% | -15.1% | -2.0% | -16.9% |
| YTD | 0.0% | -3.3% | +3.3% | -0.2% |
| 1Y | +18.2% | +17.0% | +1.2% | +17.3% |
| 3Y | +122.6% | +55.7% | +66.9% | +117.8% |
| 5Y | +137.1% | +38.9% | +98.2% | +130.1% |
| All | +137.1% | +39.3% | +97.8% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling