+104.1%
GLD vs P
+279.3%
-175.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | -4.6% | +11.6% | -16.2% | -4.9% |
| 30D | -5.5% | -23.7% | +18.2% | -4.8% |
| 3M | -10.9% | -8.0% | -2.9% | -10.9% |
| 6M | -17.4% | +27.9% | -45.3% | -18.6% |
| YTD | -10.3% | +61.2% | -71.5% | -12.3% |
| 1Y | -7.2% | +28.6% | -35.8% | -8.9% |
| 3Y | +96.9% | +200.5% | -103.6% | +89.3% |
| All | +104.1% | +279.3% | -175.2% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling