+121.1%
GLD vs SLB
+64.5%
+56.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.1% |
| 7D | +1.9% | -7.7% | +9.6% | +2.5% |
| 30D | -1.8% | -0.7% | -1.1% | -1.8% |
| 3M | -3.6% | 0.0% | -3.6% | -3.7% |
| 6M | -10.2% | -10.4% | +0.2% | -9.7% |
| YTD | -5.3% | +31.5% | -36.7% | -7.1% |
| 1Y | +2.5% | +39.1% | -36.7% | +0.1% |
| 3Y | +103.2% | -5.7% | +108.9% | +102.3% |
| 5Y | +121.1% | +65.4% | +55.7% | +113.3% |
| All | +121.1% | +64.5% | +56.6% | +113.3% |
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 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