-3.9%
GLD vs O
+10.9%
-14.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | -8.9% | -2.4% | -6.5% | -8.7% |
| 6M | -16.0% | -1.9% | -14.1% | -15.9% |
| YTD | -7.9% | +10.5% | -18.3% | -7.7% |
| 1Y | -3.9% | +10.0% | -13.8% | -3.6% |
| All | -3.9% | +10.9% | -14.8% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling