+237.9%
GLD vs PINS
-14.1%
+252.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.8% |
| 7D | -0.5% | -12.0% | +11.5% | -0.4% |
| 30D | +4.4% | -12.7% | +17.1% | +4.5% |
| 3M | -1.1% | -5.5% | +4.4% | -1.1% |
| 6M | -13.8% | +5.3% | -19.0% | -13.9% |
| YTD | +2.6% | -21.2% | +23.8% | +2.8% |
| 1Y | +24.5% | -45.0% | +69.6% | +25.4% |
| 3Y | +125.8% | -26.2% | +152.1% | +125.2% |
| 5Y | +137.8% | -64.0% | +201.7% | +140.1% |
| All | +237.9% | -14.1% | +252.0% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling