+118.6%
GLD vs OMC
+49.2%
+69.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +4.7% | +6.3% | -1.6% | +4.7% |
| 30D | -0.9% | +15.4% | -16.3% | -0.8% |
| 3M | -4.4% | +5.8% | -10.2% | -4.4% |
| 6M | -13.6% | +14.7% | -28.2% | -13.5% |
| YTD | -6.0% | +10.3% | -16.3% | -6.0% |
| 1Y | +1.8% | +23.2% | -21.5% | +1.7% |
| 3Y | +103.2% | +24.6% | +78.6% | +103.0% |
| All | +118.6% | +49.2% | +69.3% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling