+212.2%
GLD vs PM
+228.8%
-16.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.0% |
| 7D | +4.9% | -7.3% | +12.2% | +5.3% |
| 30D | -1.3% | -4.0% | +2.7% | -1.2% |
| 3M | -4.8% | +2.7% | -7.5% | -5.0% |
| 6M | -12.5% | +14.9% | -27.4% | -13.4% |
| YTD | -4.2% | +23.5% | -27.8% | -5.7% |
| 1Y | +3.0% | +30.4% | -27.3% | +1.1% |
| 3Y | +109.1% | +143.2% | -34.1% | +97.8% |
| 5Y | +121.6% | +159.5% | -37.9% | +108.7% |
| 10Y | +212.2% | +234.7% | -22.4% | +175.3% |
| All | +212.2% | +228.8% | -16.5% | +175.3% |
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