+208.4%
GLD vs PSX
+342.3%
-133.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.7% |
| 7D | +2.8% | -7.8% | +10.6% | +2.8% |
| 30D | -4.0% | -9.9% | +5.9% | -3.9% |
| 3M | -8.2% | +16.9% | -25.2% | -8.4% |
| 6M | -14.8% | +48.0% | -62.8% | -15.1% |
| YTD | -6.8% | +98.3% | -105.1% | -7.4% |
| 1Y | -2.4% | +86.2% | -88.6% | -3.0% |
| 3Y | +105.8% | +144.0% | -38.2% | +103.9% |
| 5Y | +113.3% | +287.7% | -174.4% | +111.3% |
| 10Y | +208.4% | +338.3% | -129.9% | +207.0% |
| All | +208.4% | +342.3% | -133.9% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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