+96.9%
GLD vs SN
+440.0%
-343.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | 0.0% |
| 7D | -4.6% | +1.5% | -6.1% | -4.6% |
| 30D | -5.5% | +21.5% | -27.0% | -6.3% |
| 3M | -10.9% | +20.0% | -30.9% | -11.6% |
| 6M | -17.4% | +119.9% | -137.4% | -20.2% |
| YTD | -10.3% | +102.3% | -112.6% | -13.2% |
| 1Y | -7.2% | +148.0% | -155.2% | -10.6% |
| 3Y | +96.9% | +450.0% | -353.1% | +67.3% |
| All | +96.9% | +440.0% | -343.1% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling