+142.5%
GLD vs SAP
+55.2%
+87.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -2.9% | +2.4% | -0.3% |
| 30D | +4.4% | +9.0% | -4.6% | +3.8% |
| 3M | -1.1% | +14.9% | -16.0% | -2.0% |
| 6M | -13.8% | +11.9% | -25.7% | -14.5% |
| YTD | +2.6% | -9.9% | +12.5% | +3.4% |
| 1Y | +24.5% | -19.5% | +44.1% | +26.6% |
| 3Y | +125.8% | +61.8% | +64.0% | +112.9% |
| All | +142.5% | +55.2% | +87.3% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling