+103.2%
GLD vs P
+175.5%
-72.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | +4.7% | -23.8% | +28.5% | +5.6% |
| 30D | -0.9% | -36.6% | +35.7% | +0.6% |
| 3M | -4.4% | +10.9% | -15.3% | -5.2% |
| 6M | -13.6% | +30.0% | -43.5% | -15.1% |
| YTD | -6.0% | +44.4% | -50.4% | -8.1% |
| 1Y | +1.8% | +3.9% | -2.2% | 0.0% |
| 3Y | +103.2% | +176.6% | -73.4% | +97.1% |
| All | +103.2% | +175.5% | -72.3% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling