+215.0%
GLD vs PG
+121.7%
+93.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -1.5% | +0.8% | -2.3% | -1.6% |
| 3M | +3.2% | -1.3% | +4.6% | +3.3% |
| 6M | -16.3% | -3.8% | -12.4% | -16.1% |
| YTD | +0.6% | +3.6% | -3.0% | +0.4% |
| 1Y | +19.1% | -5.7% | +24.9% | +19.4% |
| 3Y | +123.5% | +1.6% | +121.9% | +122.6% |
| 5Y | +138.5% | +14.6% | +123.9% | +135.3% |
| All | +215.0% | +121.7% | +93.3% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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