+190.7%
GLD vs SITM
+4,437.5%
-4,246.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +0.1% | +3.7% | -3.6% | 0.0% |
| 30D | +0.2% | -14.5% | +14.7% | +0.5% |
| 3M | +3.2% | -10.6% | +13.8% | +3.2% |
| 6M | -14.6% | +65.5% | -80.2% | -15.9% |
| YTD | +1.8% | +67.0% | -65.2% | +0.1% |
| 1Y | +20.7% | +138.6% | -117.9% | +17.7% |
| 3Y | +126.5% | +421.8% | -295.3% | +114.4% |
| 5Y | +140.0% | +172.4% | -32.4% | +126.1% |
| All | +190.7% | +4,437.5% | -4,246.8% | +159.9% |
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