+205.0%
GLD vs PR
+66.0%
+138.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | +4.7% | -16.4% | +21.1% | +4.7% |
| 30D | -0.9% | -1.9% | +1.0% | -0.9% |
| 3M | -4.4% | +8.0% | -12.4% | -4.4% |
| 6M | -13.6% | +4.1% | -17.7% | -13.6% |
| YTD | -6.0% | +58.7% | -64.7% | -6.1% |
| 1Y | +1.8% | +75.8% | -74.1% | +1.6% |
| 3Y | +103.2% | +73.2% | +30.0% | +102.7% |
| 5Y | +119.3% | +230.1% | -110.8% | +119.2% |
| All | +205.0% | +66.0% | +138.9% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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