+211.8%
GLD vs SO
+195.2%
+16.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.0% | +0.8% | -2.7% | -2.0% |
| 30D | -4.4% | +7.8% | -12.3% | -5.2% |
| 3M | -8.9% | +2.9% | -11.9% | -9.3% |
| 6M | -16.0% | +2.5% | -18.5% | -16.3% |
| YTD | -7.9% | +10.3% | -18.1% | -9.0% |
| 1Y | -3.9% | +6.4% | -10.2% | -4.7% |
| 3Y | +103.4% | +52.8% | +50.6% | +93.9% |
| 5Y | +109.7% | +78.7% | +31.0% | +97.0% |
| 10Y | +211.8% | +196.3% | +15.6% | +175.3% |
| All | +211.8% | +195.2% | +16.6% | +175.3% |
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