+118.6%
GLD vs PL
+20.8%
+97.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.1% |
| 7D | +4.7% | -6.8% | +11.5% | +4.9% |
| 30D | -0.9% | -29.3% | +28.4% | -0.1% |
| 3M | -4.4% | -44.8% | +40.4% | -3.0% |
| 6M | -13.6% | -68.4% | +54.8% | -11.4% |
| YTD | -6.0% | -36.4% | +30.4% | -5.1% |
| 1Y | +1.8% | +0.7% | +1.0% | +1.9% |
| 3Y | +103.2% | +455.3% | -352.1% | +97.7% |
| All | +118.6% | +20.8% | +97.8% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling