+212.2%
GLD vs PH
+778.3%
-566.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.8% |
| 7D | +4.9% | +3.0% | +1.9% | +4.9% |
| 30D | -1.3% | -0.6% | -0.7% | -1.3% |
| 3M | -4.8% | -10.7% | +6.0% | -4.6% |
| 6M | -12.5% | +9.1% | -21.6% | -12.6% |
| YTD | -4.2% | +9.5% | -13.7% | -4.3% |
| 1Y | +3.0% | +14.0% | -11.0% | +2.9% |
| 3Y | +109.1% | +138.9% | -29.8% | +107.8% |
| 5Y | +121.6% | +209.1% | -87.6% | +119.4% |
| 10Y | +212.2% | +737.3% | -525.1% | +226.8% |
| All | +212.2% | +778.3% | -566.1% | +226.8% |
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