+118.6%
GLD vs P
+247.4%
-128.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | +4.7% | -23.8% | +28.5% | +5.5% |
| 30D | -0.9% | -36.6% | +35.7% | +0.4% |
| 3M | -4.4% | +10.9% | -15.3% | -5.1% |
| 6M | -13.6% | +30.0% | -43.5% | -14.8% |
| YTD | -6.0% | +44.4% | -50.4% | -7.8% |
| 1Y | +1.8% | +3.9% | -2.2% | +0.4% |
| 3Y | +103.2% | +176.6% | -73.4% | +96.0% |
| All | +118.6% | +247.4% | -128.8% | +110.4% |
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