+127.5%
GLD vs PL
+46.6%
+80.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.5% | -12.6% | +1.5% |
| 7D | +4.9% | +10.9% | -5.9% | +4.6% |
| 30D | -1.3% | -16.4% | +15.0% | -0.9% |
| 3M | -4.8% | -39.9% | +35.2% | -3.6% |
| 6M | -12.5% | -63.2% | +50.7% | -10.6% |
| YTD | -4.2% | -27.1% | +22.9% | -3.7% |
| 1Y | +3.0% | +12.2% | -9.1% | +2.9% |
| 3Y | +109.1% | +584.3% | -475.2% | +102.8% |
| 5Y | +121.6% | +37.0% | +84.6% | +119.7% |
| All | +127.5% | +46.6% | +80.8% | +128.6% |
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