+211.8%
GLD vs PH
+725.6%
-513.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -2.0% | +6.9% | -8.9% | -2.1% |
| 30D | -4.4% | +1.7% | -6.1% | -4.5% |
| 3M | -8.9% | -8.1% | -0.8% | -8.8% |
| 6M | -16.0% | +11.5% | -27.5% | -16.2% |
| YTD | -7.9% | +11.4% | -19.2% | -8.0% |
| 1Y | -3.9% | +14.1% | -18.0% | -4.0% |
| 3Y | +103.4% | +138.2% | -34.8% | +101.9% |
| 5Y | +109.7% | +216.0% | -106.3% | +107.4% |
| 10Y | +211.8% | +710.0% | -498.1% | +218.2% |
| All | +211.8% | +725.6% | -513.8% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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