+218.2%
GLD vs PEG
+139.0%
+79.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.2% | -1.7% | +1.9% | +0.4% |
| 3M | +3.2% | -6.8% | +10.0% | +3.9% |
| 6M | -14.6% | -11.4% | -3.3% | -13.6% |
| YTD | +1.8% | -7.2% | +9.0% | +2.5% |
| 1Y | +20.7% | -6.1% | +26.9% | +21.5% |
| 3Y | +126.5% | +31.8% | +94.7% | +120.4% |
| 5Y | +140.0% | +35.6% | +104.4% | +132.6% |
| 10Y | +218.2% | +148.7% | +69.5% | +179.0% |
| All | +218.2% | +139.0% | +79.2% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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