+700.9%
GLD vs PG
+474.1%
+226.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | -10.9% | +18.5% | -29.4% | -11.4% |
| 6M | -17.4% | +21.1% | -38.5% | -18.0% |
| YTD | -10.3% | +21.9% | -32.2% | -10.9% |
| 1Y | -7.2% | +18.1% | -25.3% | -7.7% |
| 3Y | +96.9% | +20.6% | +76.4% | +95.4% |
| 5Y | +103.8% | +31.8% | +72.0% | +101.4% |
| 10Y | +203.5% | +166.5% | +37.1% | +197.8% |
| All | +700.9% | +474.1% | +226.8% | +689.0% |
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