+700.9%
GLD vs PPG
+497.3%
+203.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | +0.7% | -5.3% | -4.6% |
| 30D | -5.5% | +17.6% | -23.0% | -6.2% |
| 3M | -10.9% | +7.5% | -18.4% | -11.2% |
| 6M | -17.4% | +17.6% | -35.1% | -18.1% |
| YTD | -10.3% | +22.6% | -32.9% | -11.1% |
| 1Y | -7.2% | +28.0% | -35.2% | -8.2% |
| 3Y | +96.9% | +1.8% | +95.1% | +95.9% |
| 5Y | +103.8% | -15.5% | +119.2% | +103.3% |
| 10Y | +203.5% | +54.9% | +148.6% | +194.4% |
| All | +700.9% | +497.3% | +203.6% | +604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling