+102.3%
GLD vs S
+51.7%
+50.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 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% | -8.9% |
| 6M | -16.0% | +45.6% | -61.6% | -16.2% |
| YTD | -7.9% | +58.5% | -66.4% | -8.1% |
| 1Y | -3.9% | +37.6% | -41.5% | -3.9% |
| All | +102.3% | +51.7% | +50.6% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling