+211.8%
GLD vs SAP
+231.4%
-19.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.0% | -2.5% | +0.5% | -1.8% |
| 30D | -4.4% | +7.5% | -11.9% | -4.9% |
| 3M | -8.9% | +11.6% | -20.6% | -9.7% |
| 6M | -16.0% | +37.6% | -53.6% | -17.9% |
| YTD | -7.9% | -2.0% | -5.9% | -8.0% |
| 1Y | -3.9% | -6.4% | +2.5% | -3.7% |
| 3Y | +103.4% | +67.7% | +35.7% | +93.6% |
| 5Y | +109.7% | +75.7% | +34.0% | +96.6% |
| 10Y | +211.8% | +229.3% | -17.5% | +172.6% |
| All | +211.8% | +231.4% | -19.6% | +172.6% |
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