+109.1%
GLD vs PSX
+149.8%
-40.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.9% |
| 7D | +4.9% | -8.0% | +13.0% | +4.8% |
| 30D | -1.3% | -9.0% | +7.7% | -1.4% |
| 3M | -4.8% | +24.7% | -29.5% | -4.9% |
| 6M | -12.5% | +49.3% | -61.8% | -12.8% |
| YTD | -4.2% | +100.2% | -104.4% | -5.6% |
| 1Y | +3.0% | +88.8% | -85.8% | +1.7% |
| 3Y | +109.1% | +152.5% | -43.4% | +109.3% |
| All | +109.1% | +149.8% | -40.7% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling