+739.4%
GLD vs SO
+635.9%
+103.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +4.7% | -1.5% | +6.2% | +4.8% |
| 30D | -0.9% | +8.1% | -9.0% | -1.5% |
| 3M | -4.4% | +0.2% | -4.6% | -4.5% |
| 6M | -13.6% | +0.4% | -13.9% | -13.7% |
| YTD | -6.0% | +8.5% | -14.5% | -6.7% |
| 1Y | +1.8% | +4.9% | -3.2% | +1.2% |
| 3Y | +103.2% | +47.9% | +55.3% | +96.6% |
| 5Y | +119.3% | +75.7% | +43.7% | +109.6% |
| 10Y | +199.5% | +178.0% | +21.5% | +177.5% |
| All | +739.4% | +635.9% | +103.5% | +651.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling