+212.2%
GLD vs OMC
+56.1%
+156.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.9% |
| 7D | +4.9% | +5.4% | -0.4% | +5.0% |
| 30D | -1.3% | +15.7% | -17.0% | -1.1% |
| 3M | -4.8% | +4.9% | -9.6% | -4.7% |
| 6M | -12.5% | +17.3% | -29.8% | -12.3% |
| YTD | -4.2% | +13.0% | -17.3% | -4.1% |
| 1Y | +3.0% | +24.1% | -21.0% | +3.3% |
| 3Y | +109.1% | +31.2% | +77.9% | +110.0% |
| 5Y | +121.6% | +53.4% | +68.2% | +123.0% |
| 10Y | +212.2% | +55.5% | +156.7% | +209.8% |
| All | +212.2% | +56.1% | +156.1% | +209.8% |
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