+121.1%
GLD vs PPL
+47.7%
+73.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.9% | +1.0% | +0.8% | +1.7% |
| 30D | -1.8% | +6.8% | -8.6% | -2.7% |
| 3M | -3.6% | +3.9% | -7.5% | -4.2% |
| 6M | -10.2% | -2.0% | -8.2% | -10.1% |
| YTD | -5.3% | +5.3% | -10.5% | -6.2% |
| 1Y | +2.5% | +2.2% | +0.3% | +1.9% |
| 3Y | +103.2% | +56.7% | +46.5% | +89.7% |
| 5Y | +121.1% | +49.1% | +72.0% | +109.2% |
| All | +121.1% | +47.7% | +73.4% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling