+155.8%
GLD vs SITM
+3,519.6%
-3,363.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -5.5% | +32.5% | -38.0% | -6.2% |
| 30D | -7.0% | -18.8% | +11.8% | -6.6% |
| 3M | -12.4% | -30.9% | +18.5% | -11.7% |
| 6M | -18.0% | -44.5% | +26.4% | -17.2% |
| YTD | -10.5% | +33.2% | -43.7% | -11.5% |
| 1Y | -8.1% | +53.8% | -61.9% | -9.5% |
| 3Y | +97.7% | +335.7% | -238.0% | +87.9% |
| 5Y | +103.4% | +84.6% | +18.8% | +93.5% |
| All | +155.8% | +3,519.6% | -3,363.9% | +129.6% |
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