+138.9%
GLD vs PSX
+349.1%
-210.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | +0.7% | +2.8% | -2.1% | +0.7% |
| 30D | +0.3% | +27.8% | -27.4% | -0.4% |
| 3M | +0.6% | +42.0% | -41.4% | -0.5% |
| 6M | -15.6% | +58.1% | -73.7% | -17.0% |
| YTD | +0.9% | +105.0% | -104.2% | -2.0% |
| 1Y | +19.4% | +104.9% | -85.5% | +16.0% |
| 3Y | +124.5% | +134.1% | -9.6% | +115.7% |
| 5Y | +138.9% | +363.8% | -224.9% | +124.1% |
| All | +138.9% | +349.1% | -210.2% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling