-17.4%
GLD vs SNDU
-85.2%
+67.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.4% | +11.6% | +0.4% |
| 7D | -4.6% | +9.0% | -13.5% | -4.9% |
| 30D | -5.5% | -67.4% | +62.0% | -3.3% |
| 3M | -10.9% | -75.6% | +64.7% | -8.5% |
| 6M | -17.4% | -84.0% | +66.6% | -19.4% |
| All | -17.4% | -85.2% | +67.8% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling