+125.1%
GLD vs PL
+16.0%
+109.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.1% | +10.9% | +1.1% |
| 7D | +1.9% | -20.5% | +22.4% | +2.5% |
| 30D | -1.8% | -38.8% | +37.0% | -0.6% |
| 3M | -3.6% | -49.1% | +45.5% | -2.0% |
| 6M | -10.2% | -69.4% | +59.2% | -7.8% |
| YTD | -5.3% | -42.3% | +37.1% | -4.1% |
| 1Y | +2.5% | -14.2% | +16.6% | +3.0% |
| 3Y | +103.2% | +398.7% | -295.5% | +98.4% |
| 5Y | +121.1% | +11.1% | +109.9% | +121.6% |
| All | +125.1% | +16.0% | +109.0% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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