+123.0%
GLD vs S
-49.1%
+172.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +2.8% | +1.4% | +1.4% | +2.8% |
| 30D | -4.0% | -10.8% | +6.9% | -3.9% |
| 3M | -8.2% | +5.4% | -13.6% | -8.3% |
| 6M | -14.8% | +41.2% | -56.1% | -15.3% |
| YTD | -6.8% | +56.2% | -63.0% | -7.4% |
| 1Y | -2.4% | +36.3% | -38.7% | -2.8% |
| 3Y | +105.8% | +49.4% | +56.3% | +104.0% |
| 5Y | +113.3% | -66.9% | +180.2% | +113.5% |
| All | +123.0% | -49.1% | +172.1% | +121.6% |
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