+104.3%
GLD vs SN
+659.6%
-555.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +4.7% | +7.2% | -2.5% | +4.4% |
| 30D | -0.9% | +20.4% | -21.3% | -1.6% |
| 3M | -4.4% | +23.9% | -28.3% | -5.1% |
| 6M | -13.6% | +93.0% | -106.6% | -15.5% |
| YTD | -6.0% | +99.2% | -105.2% | -8.3% |
| 1Y | +1.8% | +142.6% | -140.8% | -1.1% |
| 3Y | +103.2% | +398.8% | -295.6% | +91.5% |
| All | +104.3% | +659.6% | -555.3% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling