+138.9%
GLD vs OMC
+32.6%
+106.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | +0.7% | -5.8% | +6.5% | +0.7% |
| 30D | +0.3% | -4.8% | +5.1% | +0.3% |
| 3M | +0.6% | +9.2% | -8.6% | +0.6% |
| 6M | -15.6% | -2.5% | -13.1% | -15.7% |
| YTD | +0.9% | +2.6% | -1.7% | +0.9% |
| 1Y | +19.4% | +5.9% | +13.4% | +19.3% |
| 3Y | +124.5% | +14.2% | +110.3% | +124.4% |
| 5Y | +138.9% | +33.2% | +105.7% | +137.0% |
| All | +138.9% | +32.6% | +106.3% | +137.0% |
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