+163.2%
GLD vs SITM
+3,535.1%
-3,371.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.5% | -1.3% |
| 7D | -2.0% | +17.2% | -19.1% | -2.4% |
| 30D | -4.4% | -17.1% | +12.7% | -4.1% |
| 3M | -8.9% | -29.2% | +20.2% | -8.3% |
| 6M | -16.0% | -47.6% | +31.6% | -15.1% |
| YTD | -7.9% | +33.8% | -41.7% | -9.0% |
| 1Y | -3.9% | +54.1% | -58.0% | -5.4% |
| 3Y | +103.4% | +337.6% | -234.1% | +93.3% |
| 5Y | +109.7% | +89.7% | +20.0% | +99.3% |
| All | +163.2% | +3,535.1% | -3,371.9% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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