+205.0%
GLD vs SAP
+216.8%
-11.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +4.7% | -0.7% | +5.4% | +4.8% |
| 30D | -0.9% | +11.1% | -12.0% | -1.6% |
| 3M | -4.4% | +17.0% | -21.4% | -5.5% |
| 6M | -13.6% | +34.8% | -48.4% | -15.5% |
| YTD | -6.0% | -2.2% | -3.8% | -6.1% |
| 1Y | +1.8% | -6.4% | +8.2% | +2.0% |
| 3Y | +103.2% | +75.1% | +28.0% | +92.5% |
| 5Y | +119.3% | +69.8% | +49.5% | +106.0% |
| All | +205.0% | +216.8% | -11.8% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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