+218.2%
GLD vs OMC
+29.9%
+188.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +0.9% |
| 7D | +0.1% | -4.2% | +4.4% | +0.1% |
| 30D | +0.2% | -7.5% | +7.7% | +0.1% |
| 3M | +3.2% | +4.6% | -1.4% | +3.3% |
| 6M | -14.6% | -4.8% | -9.8% | -14.7% |
| YTD | +1.8% | -1.0% | +2.8% | +1.8% |
| 1Y | +20.7% | +3.8% | +16.9% | +20.8% |
| 3Y | +126.5% | +10.2% | +116.3% | +127.0% |
| 5Y | +140.0% | +29.7% | +110.3% | +141.1% |
| 10Y | +218.2% | +32.3% | +185.9% | +220.1% |
| All | +218.2% | +29.9% | +188.4% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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