-15.1%
GLD vs SNDU
+218.8%
-233.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.6% | +5.9% | -1.5% |
| 7D | -3.4% | +16.8% | -20.2% | -3.8% |
| 30D | -1.1% | +64.3% | -65.4% | -2.9% |
| 3M | +5.8% | -36.7% | +42.5% | +3.4% |
| All | -15.1% | +218.8% | -233.9% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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