-5.9%
GLD vs SOLS
+21.0%
-26.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.7% | -7.9% | +1.1% |
| 7D | +4.9% | +8.0% | -3.1% | +4.2% |
| 30D | -1.3% | +3.7% | -5.1% | -1.7% |
| 3M | -4.8% | +4.6% | -9.3% | -5.1% |
| 6M | -12.5% | -18.5% | +6.0% | -11.3% |
| YTD | -4.2% | +31.4% | -35.7% | -6.3% |
| 1Y | +3.0% | +34.5% | -31.4% | +0.5% |
| All | -5.9% | +21.0% | -26.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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