+142.5%
GLD vs S
-71.4%
+213.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.5% | -7.7% | +7.2% | -0.4% |
| 30D | +4.4% | -5.3% | +9.7% | +4.4% |
| 3M | -1.1% | +20.3% | -21.4% | -1.4% |
| 6M | -13.8% | +47.4% | -61.2% | -14.2% |
| YTD | +2.6% | +32.5% | -29.9% | +2.2% |
| 1Y | +24.5% | +9.5% | +15.0% | +24.3% |
| 3Y | +125.8% | +15.5% | +110.3% | +124.7% |
| All | +142.5% | -71.4% | +213.9% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling