-2.4%
GLD vs SN
+140.3%
-142.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | +2.8% | +7.6% | -4.7% | +2.0% |
| 30D | -4.0% | +22.4% | -26.4% | -6.0% |
| 3M | -8.2% | +21.7% | -29.9% | -10.1% |
| 6M | -14.8% | +102.8% | -117.7% | -21.3% |
| YTD | -6.8% | +102.4% | -109.2% | -15.7% |
| 1Y | -2.4% | +139.0% | -141.4% | -13.6% |
| All | -2.4% | +140.3% | -142.7% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling