+206.1%
GLD vs PEG
+171.2%
+34.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | 0.0% |
| 7D | -4.6% | +4.5% | -9.1% | -5.0% |
| 30D | -5.5% | +7.5% | -13.0% | -6.2% |
| 3M | -10.9% | +0.8% | -11.8% | -11.0% |
| 6M | -17.4% | 0.0% | -17.5% | -17.5% |
| YTD | -10.3% | -3.0% | -7.3% | -10.1% |
| 1Y | -7.2% | -4.7% | -2.4% | -6.8% |
| 3Y | +96.9% | +36.5% | +60.4% | +91.0% |
| 5Y | +103.8% | +44.4% | +59.4% | +96.4% |
| All | +206.1% | +171.2% | +34.9% | +164.4% |
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