+208.4%
GLD vs PM
+242.6%
-34.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +2.8% | -6.6% | +9.4% | +3.1% |
| 30D | -4.0% | -3.4% | -0.5% | -3.8% |
| 3M | -8.2% | +5.3% | -13.6% | -8.6% |
| 6M | -14.8% | +15.5% | -30.4% | -15.7% |
| YTD | -6.8% | +24.3% | -31.1% | -8.2% |
| 1Y | -2.4% | +29.7% | -32.1% | -4.1% |
| 3Y | +105.8% | +144.9% | -39.2% | +94.8% |
| 5Y | +113.3% | +159.0% | -45.7% | +101.2% |
| 10Y | +208.4% | +250.9% | -42.5% | +166.4% |
| All | +208.4% | +242.6% | -34.1% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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