+142.5%
GLD vs SLB
+132.5%
+10.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.5% | +0.8% | -1.4% | -0.6% |
| 30D | +4.4% | +15.8% | -11.4% | +3.3% |
| 3M | -1.1% | -0.3% | -0.7% | -1.2% |
| 6M | -13.8% | +21.3% | -35.1% | -15.1% |
| YTD | +2.6% | +52.3% | -49.7% | -0.2% |
| 1Y | +24.5% | +63.6% | -39.1% | +20.5% |
| 3Y | +125.8% | +3.8% | +122.1% | +123.2% |
| All | +142.5% | +132.5% | +10.0% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling