+118.6%
GLD vs PINS
-58.9%
+177.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.8% |
| 7D | +4.7% | -2.1% | +6.8% | +4.7% |
| 30D | -0.9% | -6.6% | +5.8% | -0.9% |
| 3M | -4.4% | -18.7% | +14.3% | -4.5% |
| 6M | -13.6% | -10.4% | -3.2% | -13.6% |
| YTD | -6.0% | -26.8% | +20.8% | -6.0% |
| 1Y | +1.8% | -27.9% | +29.6% | +1.8% |
| 3Y | +103.2% | -38.7% | +141.9% | +102.8% |
| All | +118.6% | -58.9% | +177.5% | +118.0% |
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