+100.3%
GLD vs SN
+673.1%
-572.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.0% | +3.5% | -5.5% | -2.1% |
| 30D | -4.4% | +19.4% | -23.9% | -5.1% |
| 3M | -8.9% | +20.9% | -29.8% | -9.5% |
| 6M | -16.0% | +111.1% | -127.1% | -18.1% |
| YTD | -7.9% | +102.8% | -110.7% | -10.2% |
| 1Y | -3.9% | +146.2% | -150.1% | -6.7% |
| 3Y | +103.4% | +441.4% | -338.0% | +91.6% |
| All | +100.3% | +673.1% | -572.9% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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