+205.0%
GLD vs PPL
+62.0%
+142.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +4.7% | +0.4% | +4.3% | +4.7% |
| 30D | -0.9% | +5.4% | -6.3% | -1.3% |
| 3M | -4.4% | +4.3% | -8.7% | -4.8% |
| 6M | -13.6% | -1.3% | -12.2% | -13.5% |
| YTD | -6.0% | +4.7% | -10.7% | -6.5% |
| 1Y | +1.8% | +1.3% | +0.5% | +1.5% |
| 3Y | +103.2% | +57.2% | +46.0% | +95.9% |
| 5Y | +119.3% | +48.2% | +71.1% | +112.0% |
| All | +205.0% | +62.0% | +142.9% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling