+142.5%
GLD vs SO
+58.2%
+84.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | +4.4% | -4.6% | +9.0% | +5.1% |
| 3M | -1.1% | -3.0% | +1.9% | -0.8% |
| 6M | -13.8% | -8.3% | -5.5% | -12.7% |
| YTD | +2.6% | +3.5% | -0.9% | +1.7% |
| 1Y | +24.5% | -0.9% | +25.4% | +24.3% |
| 3Y | +125.8% | +45.4% | +80.5% | +110.6% |
| All | +142.5% | +58.2% | +84.3% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling