+103.4%
GLD vs PINS
-57.9%
+161.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -5.5% | -3.4% | -2.1% | -5.5% |
| 30D | -7.0% | -14.5% | +7.5% | -7.1% |
| 3M | -12.4% | -16.5% | +4.2% | -12.4% |
| 6M | -18.0% | -7.0% | -11.0% | -18.0% |
| YTD | -10.5% | -26.1% | +15.7% | -10.4% |
| 1Y | -8.1% | -30.0% | +22.0% | -8.0% |
| 3Y | +97.7% | -38.5% | +136.2% | +97.3% |
| 5Y | +103.4% | -58.4% | +161.8% | +102.7% |
| All | +103.4% | -57.9% | +161.4% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling