+278.6%
GLD vs PM
+841.2%
-562.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.9% |
| 7D | +1.9% | -3.4% | +5.2% | +2.0% |
| 30D | -1.8% | +5.8% | -7.6% | -2.0% |
| 3M | -3.6% | +6.7% | -10.3% | -3.9% |
| 6M | -10.2% | +19.9% | -30.1% | -10.9% |
| YTD | -5.3% | +27.8% | -33.0% | -6.2% |
| 1Y | +2.5% | +39.4% | -36.9% | +1.1% |
| 3Y | +103.2% | +146.9% | -43.7% | +96.7% |
| 5Y | +121.1% | +166.6% | -45.5% | +113.5% |
| 10Y | +201.9% | +242.1% | -40.2% | +189.7% |
| All | +278.6% | +841.2% | -562.6% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling