+310.2%
GLD vs PM
+752.6%
-442.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | -0.5% | -4.9% | +4.4% | -0.4% |
| 30D | +4.4% | -3.4% | +7.8% | +4.5% |
| 3M | -1.1% | +5.2% | -6.3% | -1.3% |
| 6M | -13.8% | +3.7% | -17.5% | -14.0% |
| YTD | +2.6% | +15.8% | -13.1% | +1.9% |
| 1Y | +24.5% | +17.4% | +7.1% | +23.6% |
| 3Y | +125.8% | +116.9% | +8.9% | +119.6% |
| 5Y | +137.8% | +117.3% | +20.5% | +130.9% |
| 10Y | +221.4% | +193.8% | +27.6% | +209.6% |
| All | +310.2% | +752.6% | -442.4% | +275.5% |
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