+212.2%
GLD vs P
+748.5%
-536.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +1.7% |
| 7D | +4.9% | -9.6% | +14.6% | +5.1% |
| 30D | -1.3% | -33.4% | +32.1% | -0.4% |
| 3M | -4.8% | +14.2% | -19.0% | -5.3% |
| 6M | -12.5% | +31.6% | -44.1% | -13.5% |
| YTD | -4.2% | +53.5% | -57.7% | -5.8% |
| 1Y | +3.0% | +14.2% | -11.1% | +1.8% |
| 3Y | +109.1% | +190.5% | -81.4% | +102.2% |
| 5Y | +121.6% | +256.3% | -134.8% | +112.9% |
| 10Y | +212.2% | +707.9% | -495.6% | +193.6% |
| All | +212.2% | +748.5% | -536.3% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling