+120.5%
GLD vs S
-48.3%
+168.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.0% |
| 30D | -4.4% | -7.3% | +2.9% | -4.4% |
| 3M | -8.9% | +5.9% | -14.8% | -9.0% |
| 6M | -16.0% | +45.6% | -61.6% | -16.4% |
| YTD | -7.9% | +58.5% | -66.4% | -8.5% |
| 1Y | -3.9% | +37.6% | -41.5% | -4.3% |
| 3Y | +103.4% | +51.7% | +51.8% | +101.7% |
| 5Y | +109.7% | -67.5% | +177.2% | +109.9% |
| All | +120.5% | -48.3% | +168.8% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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