+150.0%
GLD vs PSX
+1,139.4%
-989.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | +4.5% | -5.1% | -0.6% |
| 30D | +4.4% | +26.6% | -22.2% | +4.1% |
| 3M | -1.1% | +39.3% | -40.4% | -1.5% |
| 6M | -13.8% | +56.8% | -70.6% | -14.3% |
| YTD | +2.6% | +101.8% | -99.2% | +1.6% |
| 1Y | +24.5% | +99.6% | -75.1% | +23.2% |
| 3Y | +125.8% | +140.3% | -14.5% | +122.7% |
| 5Y | +137.8% | +339.3% | -201.5% | +133.1% |
| 10Y | +221.4% | +369.9% | -148.5% | +213.9% |
| All | +150.0% | +1,139.4% | -989.4% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling