+103.2%
GLD vs SLB
-6.1%
+109.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +4.7% | -7.1% | +11.8% | +5.4% |
| 30D | -0.9% | +4.1% | -5.0% | -1.3% |
| 3M | -4.4% | -2.6% | -1.8% | -4.3% |
| 6M | -13.6% | -8.6% | -5.0% | -13.0% |
| YTD | -6.0% | +32.2% | -38.2% | -7.8% |
| 1Y | +1.8% | +40.7% | -38.9% | -0.5% |
| 3Y | +103.2% | -4.5% | +107.7% | +104.5% |
| All | +103.2% | -6.1% | +109.2% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling