+140.0%
GLD vs PPG
-20.0%
+160.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +0.1% | -3.7% | +3.9% | +0.5% |
| 30D | +0.2% | -7.2% | +7.4% | +0.9% |
| 3M | +3.2% | -7.3% | +10.6% | +3.9% |
| 6M | -14.6% | +0.3% | -14.9% | -14.7% |
| YTD | +1.8% | +6.5% | -4.8% | +1.5% |
| 1Y | +20.7% | +0.5% | +20.2% | +20.7% |
| 3Y | +126.5% | -15.3% | +141.8% | +127.7% |
| 5Y | +140.0% | -22.9% | +162.9% | +139.1% |
| All | +140.0% | -20.0% | +160.0% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling