+138.9%
GLD vs SITM
+168.3%
-29.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.7% |
| 7D | +0.7% | +8.4% | -7.6% | +0.6% |
| 30D | +0.3% | -17.4% | +17.7% | +0.7% |
| 3M | +0.6% | -9.8% | +10.5% | +0.6% |
| 6M | -15.6% | +83.0% | -98.6% | -16.9% |
| YTD | +0.9% | +69.6% | -68.7% | -0.6% |
| 1Y | +19.4% | +144.9% | -125.5% | +16.6% |
| 3Y | +124.5% | +429.9% | -305.4% | +114.0% |
| 5Y | +138.9% | +169.2% | -30.2% | +124.1% |
| All | +138.9% | +168.3% | -29.3% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling