+193.1%
GLD vs SITM
+4,608.4%
-4,415.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.4% | -1.0% |
| 7D | -0.5% | +9.7% | -10.2% | -0.7% |
| 30D | +4.4% | +12.7% | -8.3% | +4.0% |
| 3M | -1.1% | -13.4% | +12.3% | -1.0% |
| 6M | -13.8% | +59.6% | -73.4% | -15.0% |
| YTD | +2.6% | +73.3% | -70.7% | +0.9% |
| 1Y | +24.5% | +165.5% | -141.0% | +21.0% |
| 3Y | +125.8% | +368.7% | -242.9% | +114.2% |
| 5Y | +137.8% | +172.5% | -34.7% | +124.0% |
| All | +193.1% | +4,608.4% | -4,415.2% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling