+205.0%
GLD vs SLB
-16.2%
+221.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +4.7% | -7.1% | +11.8% | +4.9% |
| 30D | -0.9% | +4.1% | -5.0% | -1.0% |
| 3M | -4.4% | -2.6% | -1.8% | -4.4% |
| 6M | -13.6% | -8.6% | -5.0% | -13.4% |
| YTD | -6.0% | +32.2% | -38.2% | -6.7% |
| 1Y | +1.8% | +40.7% | -38.9% | +0.9% |
| 3Y | +103.2% | -4.5% | +107.7% | +102.4% |
| 5Y | +119.3% | +66.4% | +53.0% | +117.0% |
| All | +205.0% | -16.2% | +221.2% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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