+816.6%
GLD vs SAP
+579.8%
+236.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 6M | -13.8% | +11.9% | -25.7% | -14.6% |
| YTD | +2.6% | -9.9% | +12.5% | +3.0% |
| 1Y | +24.5% | -19.5% | +44.1% | +25.9% |
| 3Y | +125.8% | +61.8% | +64.0% | +116.2% |
| 5Y | +137.8% | +56.2% | +81.6% | +126.6% |
| 10Y | +221.4% | +180.6% | +40.8% | +191.1% |
| All | +816.6% | +579.8% | +236.8% | +639.0% |
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