+127.7%
GLD vs PL
+454.1%
-326.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | -0.5% | -9.3% | +8.8% | -0.2% |
| 30D | +4.4% | -18.9% | +23.3% | +5.1% |
| 3M | -1.1% | -58.4% | +57.3% | +1.3% |
| 6M | -13.8% | -30.3% | +16.5% | -13.1% |
| YTD | +2.6% | -8.1% | +10.8% | +2.8% |
| 1Y | +24.5% | +180.5% | -156.0% | +22.4% |
| All | +127.7% | +454.1% | -326.4% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling