+19.4%
GLD vs PSX
+102.1%
-82.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.7% |
| 7D | +0.7% | +2.8% | -2.1% | +0.8% |
| 30D | +0.3% | +27.8% | -27.4% | +0.6% |
| 3M | +0.6% | +42.0% | -41.4% | +1.0% |
| 6M | -15.6% | +58.1% | -73.7% | -16.3% |
| YTD | +0.9% | +105.0% | -104.2% | -3.6% |
| 1Y | +19.4% | +104.9% | -85.5% | +14.1% |
| All | +19.4% | +102.1% | -82.7% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling