+746.1%
GLD vs PPL
+280.1%
+466.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +1.9% | +1.0% | +0.8% | +1.8% |
| 30D | -1.8% | +6.8% | -8.6% | -2.2% |
| 3M | -3.6% | +3.9% | -7.5% | -3.9% |
| 6M | -10.2% | -2.0% | -8.2% | -10.2% |
| YTD | -5.3% | +5.3% | -10.5% | -5.7% |
| 1Y | +2.5% | +2.2% | +0.3% | +2.2% |
| 3Y | +103.2% | +56.7% | +46.5% | +96.9% |
| 5Y | +121.1% | +49.1% | +72.0% | +114.5% |
| 10Y | +201.9% | +63.6% | +138.2% | +188.2% |
| All | +746.1% | +280.1% | +466.0% | +621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling