+137.7%
GLD vs SGOV
+20.2%
+117.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -1.5% | +0.3% | -1.8% | -1.6% |
| 3M | +3.2% | +0.9% | +2.3% | +3.0% |
| 6M | -16.3% | +1.8% | -18.1% | -16.9% |
| YTD | +0.6% | +2.5% | -1.9% | -0.3% |
| 1Y | +19.1% | +3.8% | +15.3% | +17.3% |
| 3Y | +123.5% | +14.4% | +109.1% | +109.9% |
| All | +137.7% | +20.2% | +117.6% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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