+218.2%
GLD vs PSX
+377.2%
-159.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.1% | +1.8% | -1.7% | +0.1% |
| 30D | +0.2% | +21.6% | -21.4% | +0.1% |
| 3M | +3.2% | +46.5% | -43.2% | +3.0% |
| 6M | -14.6% | +62.0% | -76.6% | -15.0% |
| YTD | +1.8% | +106.3% | -104.5% | +1.1% |
| 1Y | +20.7% | +103.0% | -82.2% | +20.0% |
| 3Y | +126.5% | +135.5% | -9.0% | +124.6% |
| 5Y | +140.0% | +368.5% | -228.5% | +138.4% |
| 10Y | +218.2% | +386.6% | -168.3% | +218.2% |
| All | +218.2% | +377.2% | -159.0% | +218.2% |
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