+105.8%
GLD vs PM
+144.1%
-38.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.9% |
| 3M | -8.2% | +5.3% | -13.6% | -8.6% |
| 6M | -14.8% | +15.5% | -30.4% | -15.9% |
| YTD | -6.8% | +24.3% | -31.1% | -8.9% |
| 1Y | -2.4% | +29.7% | -32.1% | -5.0% |
| 3Y | +105.8% | +144.9% | -39.2% | +82.8% |
| All | +105.8% | +144.1% | -38.3% | +82.8% |
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