+103.2%
GLD vs PM
+142.0%
-38.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +4.7% | -5.2% | +9.9% | +4.9% |
| 30D | -0.9% | +2.7% | -3.6% | -1.1% |
| 3M | -4.4% | +5.2% | -9.6% | -4.7% |
| 6M | -13.6% | +17.0% | -30.6% | -14.7% |
| YTD | -6.0% | +25.5% | -31.5% | -8.1% |
| 1Y | +1.8% | +35.5% | -33.8% | -1.4% |
| 3Y | +103.2% | +143.9% | -40.7% | +78.7% |
| All | +103.2% | +142.0% | -38.9% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling