+2.8%
GLD vs PPG
+38.5%
-35.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.3% | +2.2% |
| 7D | -0.3% | +7.5% | -7.7% | -2.3% |
| 30D | -1.9% | +20.9% | -22.8% | -7.1% |
| 3M | -0.4% | +8.7% | -9.2% | -2.9% |
| 6M | -10.2% | +23.8% | -34.0% | -16.1% |
| YTD | -6.0% | +26.5% | -32.5% | -12.2% |
| 1Y | +2.8% | +37.6% | -34.8% | -4.8% |
| All | +2.8% | +38.5% | -35.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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