+800.7%
GLD vs NYT
+116.2%
+684.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +0.3% | +7.0% | -6.6% | +0.2% |
| 3M | +0.6% | -7.9% | +8.5% | +0.7% |
| 6M | -15.6% | -15.0% | -0.6% | -15.5% |
| YTD | +0.9% | -1.3% | +2.1% | +0.8% |
| 1Y | +19.4% | +16.9% | +2.5% | +19.1% |
| 3Y | +124.5% | +58.9% | +65.6% | +122.9% |
| 5Y | +138.9% | +40.9% | +98.1% | +137.1% |
| 10Y | +213.3% | +471.8% | -258.5% | +206.6% |
| All | +800.7% | +116.2% | +684.4% | +782.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling