-8.1%
GLD vs SLB
+39.8%
-47.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -5.5% | +2.6% | -8.0% | -5.8% |
| 30D | -7.0% | +4.4% | -11.4% | -7.8% |
| 3M | -12.4% | -2.7% | -9.6% | -12.1% |
| 6M | -18.0% | -7.5% | -10.5% | -16.9% |
| YTD | -10.5% | +34.8% | -45.3% | -14.0% |
| 1Y | -8.1% | +44.6% | -52.7% | -11.9% |
| All | -8.1% | +39.8% | -47.9% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling