+699.7%
GLD vs SAP
+639.6%
+60.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | -3.9% | -1.6% | -5.2% |
| 30D | -7.0% | +6.5% | -13.5% | -7.4% |
| 3M | -12.4% | +14.7% | -27.0% | -13.2% |
| 6M | -18.0% | +39.9% | -58.0% | -20.0% |
| YTD | -10.5% | -2.0% | -8.5% | -10.7% |
| 1Y | -8.1% | -6.0% | -2.1% | -8.0% |
| 3Y | +97.7% | +67.7% | +30.0% | +88.9% |
| 5Y | +103.4% | +78.8% | +24.7% | +92.1% |
| 10Y | +203.1% | +229.3% | -26.2% | +171.5% |
| All | +699.7% | +639.6% | +60.0% | +540.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling