+816.6%
GLD vs PPL
+267.6%
+548.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | +2.7% | -3.2% | -0.7% |
| 30D | +4.4% | +0.5% | +3.9% | +4.4% |
| 3M | -1.1% | +0.7% | -1.8% | -1.2% |
| 6M | -13.8% | -7.6% | -6.2% | -13.4% |
| YTD | +2.6% | +1.8% | +0.8% | +2.4% |
| 1Y | +24.5% | -0.8% | +25.3% | +24.5% |
| 3Y | +125.8% | +56.9% | +69.0% | +118.9% |
| 5Y | +137.8% | +39.5% | +98.3% | +131.7% |
| 10Y | +221.4% | +55.4% | +166.0% | +207.9% |
| All | +816.6% | +267.6% | +548.9% | +683.7% |
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