+739.4%
GLD vs PH
+2,528.2%
-1,788.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -0.9% |
| 7D | +4.7% | +2.0% | +2.7% | +4.6% |
| 30D | -0.9% | -3.7% | +2.8% | -0.8% |
| 3M | -4.4% | -14.0% | +9.6% | -4.1% |
| 6M | -13.6% | +2.1% | -15.7% | -13.6% |
| YTD | -6.0% | +5.1% | -11.1% | -6.1% |
| 1Y | +1.8% | +10.9% | -9.2% | +1.6% |
| 3Y | +103.2% | +132.9% | -29.8% | +100.0% |
| 5Y | +119.3% | +200.1% | -80.7% | +114.6% |
| 10Y | +199.5% | +783.8% | -584.3% | +185.5% |
| All | +739.4% | +2,528.2% | -1,788.8% | +631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling