+104.1%
GLD vs O
+7.0%
+97.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -5.5% | +7.1% | -12.6% | -6.4% |
| 3M | -10.9% | -5.2% | -5.7% | -10.2% |
| 6M | -17.4% | -1.8% | -15.7% | -17.3% |
| YTD | -10.3% | +9.1% | -19.4% | -11.6% |
| 1Y | -7.2% | +9.7% | -16.8% | -8.6% |
| 3Y | +96.9% | +39.1% | +57.8% | +87.2% |
| All | +104.1% | +7.0% | +97.1% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling