+816.6%
GLD vs PPG
+445.2%
+371.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | +4.4% | -5.0% | +9.3% | +4.6% |
| 3M | -1.1% | +1.1% | -2.2% | -1.2% |
| 6M | -13.8% | -3.2% | -10.6% | -13.8% |
| YTD | +2.6% | +11.9% | -9.2% | +2.1% |
| 1Y | +24.5% | +5.3% | +19.2% | +24.1% |
| 3Y | +125.8% | -15.0% | +140.8% | +126.4% |
| 5Y | +137.8% | -19.6% | +157.4% | +138.0% |
| 10Y | +221.4% | +27.0% | +194.3% | +214.4% |
| All | +816.6% | +445.2% | +371.4% | +710.3% |
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