+211.8%
GLD vs O
+82.5%
+129.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -4.4% | +9.4% | -13.9% | -5.1% |
| 3M | -8.9% | -2.4% | -6.5% | -8.8% |
| 6M | -16.0% | -1.9% | -14.1% | -15.9% |
| YTD | -7.9% | +10.5% | -18.3% | -8.6% |
| 1Y | -3.9% | +10.0% | -13.8% | -4.6% |
| 3Y | +103.4% | +40.5% | +63.0% | +98.2% |
| 5Y | +109.7% | +10.2% | +99.5% | +106.9% |
| 10Y | +211.8% | +82.5% | +129.4% | +191.5% |
| All | +211.8% | +82.5% | +129.4% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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