+206.1%
GLD vs SO
+197.2%
+9.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | -4.6% | +1.4% | -5.9% | -4.7% |
| 30D | -5.5% | +4.7% | -10.2% | -5.9% |
| 3M | -10.9% | +1.7% | -12.6% | -11.1% |
| 6M | -17.4% | +2.2% | -19.6% | -17.7% |
| YTD | -10.3% | +10.0% | -20.3% | -11.4% |
| 1Y | -7.2% | +6.0% | -13.2% | -7.9% |
| 3Y | +96.9% | +54.1% | +42.8% | +87.6% |
| 5Y | +103.8% | +79.6% | +24.1% | +91.3% |
| All | +206.1% | +197.2% | +9.0% | +170.3% |
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