+206.9%
GLD vs PINS
-20.2%
+227.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | +2.8% | -6.9% | +9.7% | +2.9% |
| 30D | -4.0% | -11.4% | +7.5% | -3.8% |
| 3M | -8.2% | -22.2% | +14.0% | -8.0% |
| 6M | -14.8% | -10.9% | -3.9% | -14.8% |
| YTD | -6.8% | -26.8% | +20.0% | -6.6% |
| 1Y | -2.4% | -29.8% | +27.5% | -2.1% |
| 3Y | +105.8% | -39.0% | +144.8% | +105.9% |
| 5Y | +113.3% | -58.7% | +172.0% | +114.4% |
| All | +206.9% | -20.2% | +227.1% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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