+96.9%
GLD vs PG
+21.4%
+75.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -4.6% | +2.7% | -7.2% | -4.7% |
| 30D | -5.5% | +9.2% | -14.7% | -5.8% |
| 3M | -10.9% | +18.5% | -29.4% | -11.7% |
| 6M | -17.4% | +21.1% | -38.5% | -18.4% |
| YTD | -10.3% | +21.9% | -32.2% | -11.2% |
| 1Y | -7.2% | +18.1% | -25.3% | -7.9% |
| 3Y | +96.9% | +20.6% | +76.4% | +92.6% |
| All | +96.9% | +21.4% | +75.5% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling