+123.3%
GLD vs PATH
-80.1%
+203.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +0.9% |
| 7D | +1.9% | -5.6% | +7.5% | +2.0% |
| 30D | -1.8% | -0.7% | -1.1% | -1.8% |
| 3M | -3.6% | -5.9% | +2.2% | -3.6% |
| 6M | -10.2% | +21.6% | -31.8% | -10.6% |
| YTD | -5.3% | -20.6% | +15.4% | -5.0% |
| 1Y | +2.5% | -10.6% | +13.0% | +2.4% |
| 3Y | +103.2% | -24.9% | +128.1% | +102.4% |
| 5Y | +121.1% | -76.8% | +197.9% | +122.1% |
| All | +123.3% | -80.1% | +203.5% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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