+1.8%
GLD vs PM
+36.8%
-35.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.9% |
| 7D | +4.7% | -5.2% | +9.9% | +4.4% |
| 30D | -0.9% | +2.7% | -3.6% | -0.8% |
| 3M | -4.4% | +5.2% | -9.6% | -4.2% |
| 6M | -13.6% | +17.0% | -30.6% | -13.8% |
| YTD | -6.0% | +25.5% | -31.5% | -6.7% |
| 1Y | +1.8% | +35.5% | -33.8% | +0.3% |
| All | +1.8% | +36.8% | -35.1% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling