+746.1%
GLD vs SO
+643.9%
+102.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -1.8% | +9.2% | -11.0% | -2.5% |
| 3M | -3.6% | +1.1% | -4.7% | -3.8% |
| 6M | -10.2% | -1.1% | -9.2% | -10.2% |
| YTD | -5.3% | +9.7% | -14.9% | -6.1% |
| 1Y | +2.5% | +5.5% | -3.0% | +1.9% |
| 3Y | +103.2% | +47.0% | +56.2% | +96.7% |
| 5Y | +121.1% | +77.6% | +43.5% | +111.0% |
| 10Y | +201.9% | +181.0% | +20.9% | +179.4% |
| All | +746.1% | +643.9% | +102.2% | +656.4% |
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