+208.4%
GLD vs SO
+188.2%
+20.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -4.0% | +8.7% | -12.6% | -4.8% |
| 3M | -8.2% | +3.4% | -11.6% | -8.6% |
| 6M | -14.8% | +3.7% | -18.6% | -15.3% |
| YTD | -6.8% | +10.0% | -16.8% | -7.9% |
| 1Y | -2.4% | +6.6% | -9.0% | -3.2% |
| 3Y | +105.8% | +52.5% | +53.3% | +96.2% |
| 5Y | +113.3% | +76.1% | +37.3% | +100.6% |
| 10Y | +208.4% | +194.9% | +13.6% | +172.0% |
| All | +208.4% | +188.2% | +20.2% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling