+800.7%
GLD vs PG
+389.0%
+411.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +0.7% | -0.4% | +1.2% | +0.8% |
| 30D | +0.3% | -0.1% | +0.5% | +0.3% |
| 3M | +0.6% | +1.1% | -0.5% | +0.5% |
| 6M | -15.6% | -3.8% | -11.8% | -15.5% |
| YTD | +0.9% | +3.8% | -3.0% | +0.7% |
| 1Y | +19.4% | -5.8% | +25.1% | +19.6% |
| 3Y | +124.5% | +3.0% | +121.4% | +123.9% |
| 5Y | +138.9% | +14.5% | +124.5% | +137.4% |
| 10Y | +213.3% | +117.8% | +95.5% | +209.2% |
| All | +800.7% | +389.0% | +411.7% | +792.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling