+24.5%
GLD vs P
+32.0%
-7.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -0.5% | +6.5% | -7.1% | -0.9% |
| 30D | +4.4% | +18.8% | -14.4% | +2.6% |
| 3M | -1.1% | +26.7% | -27.8% | -3.6% |
| 6M | -13.8% | +62.2% | -76.0% | -17.9% |
| YTD | +2.6% | +48.5% | -45.9% | -1.7% |
| 1Y | +24.5% | +26.4% | -1.9% | +17.8% |
| All | +24.5% | +32.0% | -7.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling